Trace Group Hold AD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:96.08% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5254 | 5.90 | |
| 0.1510 | 6.07 | |
| 0.6501 | 12.93 | |
| 0.4846 | 4.82 | |
| -0.7034 | -4.83 | |
| 0.3490 | 3.94 | |
| -0.1342 | -1.53 | |
| -0.0350 | -0.34 | |
| 0.0293 | 0.20 | |
| 0.3436 | 0.90 |
Estimation Period:
Sep 12, 2008 to Feb 6, 2026
Sep 12, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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