Lab Richmond Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.55% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1737 | 4.45 | |
| 0.3711 | 3.22 | |
| 0.2998 | 3.28 | |
| 0.3188 | 1.34 | |
| -0.8268 | -2.79 | |
| 1.1803 | 5.70 | |
| -1.1303 | -4.62 | |
| 0.7839 | 2.31 |
Estimation Period:
Dec 28, 2017 to Feb 6, 2026
Dec 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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