Transformers & Rectifires In Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:80.49% (-11.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2872 | 6.47 | |
| 0.1552 | 5.92 | |
| 0.5907 | 10.31 | |
| -0.2954 | -1.25 | |
| 0.7051 | 1.96 | |
| -0.5388 | -2.35 | |
| 0.1857 | 0.92 | |
| -0.2632 | -1.39 | |
| 0.5307 | 2.78 | |
| -0.5800 | -2.97 | |
| 0.3958 | 1.89 | |
| -0.3952 | -1.83 | |
| 0.7495 | 2.39 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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