Rafael Holdings, Inc. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.27% (-3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3795 | 2.92 | |
| 0.2682 | 4.60 | |
| 0.5801 | 8.62 | |
| -0.0297 | -0.05 | |
| 0.7939 | 0.86 | |
| -2.2953 | -1.86 | |
| 2.5623 | 1.85 | |
| -0.6516 | -0.60 | |
| -1.6561 | -1.52 |
Estimation Period:
Mar 27, 2018 to Feb 6, 2026
Mar 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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