Psp Projects Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.96% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1955 | 4.13 | |
| 0.1572 | 3.66 | |
| 0.6522 | 10.61 | |
| -0.4499 | -0.60 | |
| 1.0993 | 0.99 | |
| -1.0828 | -1.61 | |
| 1.1597 | 2.13 | |
| -2.0008 | -3.69 | |
| 2.4108 | 4.15 | |
| -2.1756 | -2.83 | |
| 3.8344 | 3.98 |
Estimation Period:
May 29, 2017 to Feb 6, 2026
May 29, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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