Quality Const Products PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.50% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0576 | 5.08 | |
| 0.1845 | 4.53 | |
| 0.6472 | 10.71 | |
| 0.0500 | 0.35 | |
| -0.1724 | -0.84 | |
| 0.2531 | 1.52 | |
| -0.3040 | -1.40 | |
| 0.4213 | 2.16 | |
| -0.4569 | -2.70 | |
| 0.2962 | 1.55 | |
| -0.0483 | -0.28 | |
| -0.4663 | -2.63 |
Estimation Period:
Jan 30, 2004 to Feb 13, 2026
Jan 30, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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