Stonehenge Inter Public Co Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.41% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0736 | 4.37 | |
| 0.1233 | 3.15 | |
| 0.5174 | 4.47 | |
| 6.1851 | 3.48 | |
| -10.2183 | -3.70 | |
| 5.1227 | 2.60 | |
| -0.4191 | -0.28 | |
| -0.5918 | -0.43 | |
| -2.4567 | -1.85 | |
| 4.4244 | 3.74 | |
| -1.8803 | -1.59 | |
| -0.6625 | -0.39 |
Estimation Period:
Dec 19, 2018 to Feb 6, 2026
Dec 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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