PS IT Infrastructure Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.25% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9136 | 2.20 | |
| 0.2377 | 4.41 | |
| 0.7264 | 13.72 | |
| -0.4635 | -2.14 | |
| 0.8828 | 2.69 | |
| -0.8220 | -2.60 |
Estimation Period:
Nov 7, 2013 to Feb 6, 2026
Nov 7, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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