Razor Labs Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:104.72% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8044 | 3.97 | |
| 0.1152 | 2.45 | |
| 0.6165 | 3.74 | |
| 1.4295 | 1.34 | |
| -3.3033 | -1.95 | |
| 4.4905 | 3.40 | |
| -4.9027 | -4.37 | |
| 2.4159 | 2.16 | |
| 2.5005 | 1.40 |
Estimation Period:
Feb 10, 2021 to Feb 13, 2026
Feb 10, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities