Perella Weinberg Partners Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.48% (-21.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6093 | 6.33 | |
| 0.1530 | 3.05 | |
| 0.0717 | 0.56 | |
| 0.6876 | 1.30 | |
| -1.8048 | -2.02 | |
| 1.7531 | 2.59 | |
| -0.6490 | -1.17 | |
| -0.3358 | -0.39 |
Estimation Period:
Sep 25, 2020 to Feb 13, 2026
Sep 25, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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