Ray Sigorta Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.51% (-3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2953 | 6.33 | |
| 0.2433 | 9.14 | |
| 0.6026 | 16.66 | |
| -0.0975 | -1.72 | |
| 0.1188 | 1.38 | |
| 0.0308 | 0.46 | |
| -0.1446 | -2.06 | |
| 0.1651 | 2.19 | |
| -0.0494 | -0.67 | |
| -0.0817 | -1.26 | |
| 0.1383 | 1.91 | |
| -0.3376 | -3.64 |
Estimation Period:
Aug 14, 1997 to Feb 13, 2026
Aug 14, 1997 to Feb 13, 2026
News Impact Curve
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