Sthree Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.30% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8943 | 5.01 | |
| 0.2270 | 2.78 | |
| 0.0000 | 0.00 | |
| 4.6536 | 1.79 | |
| -7.0524 | -1.66 | |
| 1.5034 | 0.52 | |
| 2.0707 | 0.96 | |
| -1.9357 | -1.01 | |
| 3.5581 | 1.67 | |
| -6.0244 | -1.47 | |
| 4.9354 | 0.75 |
Estimation Period:
Jan 7, 2021 to Feb 6, 2026
Jan 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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