Trex Co Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.97% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9912 | 4.82 | |
| 0.2345 | 3.77 | |
| 0.4276 | 4.75 | |
| -0.2570 | -1.91 | |
| 0.3110 | 1.61 | |
| 0.1359 | 1.12 | |
| -0.4898 | -4.59 | |
| 0.5209 | 5.75 | |
| -0.3381 | -3.28 | |
| 0.1804 | 1.61 | |
| -0.0541 | -0.51 | |
| -0.0746 | -0.64 | |
| 0.2605 | 1.22 |
Estimation Period:
Apr 8, 1999 to Feb 6, 2026
Apr 8, 1999 to Feb 6, 2026
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