Peter Warren Automotive Hold Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.50% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6910 | 6.96 | |
| 0.1666 | 4.05 | |
| 0.0018 | 0.01 | |
| -0.7247 | -2.84 | |
| 1.1097 | 3.04 | |
| -0.5525 | -1.99 |
Estimation Period:
Apr 27, 2021 to Feb 6, 2026
Apr 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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