Semtech Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:64.69% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6425 | 9.56 | |
| 0.0673 | 5.35 | |
| 0.8240 | 27.15 | |
| -0.0195 | -0.60 | |
| 0.0360 | 0.74 | |
| -0.0057 | -0.16 | |
| -0.0861 | -2.38 | |
| 0.1743 | 3.95 | |
| -0.1726 | -3.36 | |
| 0.1645 | 2.20 | |
| -0.1637 | -1.67 | |
| 0.1417 | 1.87 | |
| -0.1267 | -1.81 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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