Qualys Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.07% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4907 | 4.81 | |
| 0.2471 | 3.63 | |
| 0.5603 | 8.53 | |
| 0.4243 | 1.65 | |
| -0.9016 | -2.33 | |
| 0.9729 | 3.34 | |
| -0.8400 | -2.73 | |
| 0.6778 | 2.42 | |
| -0.6222 | -2.36 | |
| 0.3165 | 0.99 | |
| 0.3153 | 0.55 |
Estimation Period:
Sep 28, 2012 to Feb 6, 2026
Sep 28, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities