RH Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.71% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7463 | 4.63 | |
| 0.0396 | 2.58 | |
| 0.8629 | 15.57 | |
| -0.5193 | -1.82 | |
| 1.2714 | 2.98 | |
| -1.3599 | -4.11 | |
| 0.6764 | 1.79 | |
| 0.0422 | 0.11 | |
| -0.1717 | -0.54 | |
| 0.3270 | 1.02 | |
| -0.8970 | -1.72 |
Estimation Period:
Nov 2, 2012 to Feb 6, 2026
Nov 2, 2012 to Feb 6, 2026
News Impact Curve
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