US Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.69% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4484 | 6.38 | |
| 0.1106 | 9.94 | |
| 0.8474 | 61.45 | |
| 0.0235 | 0.86 | |
| 0.0475 | 1.19 | |
| -0.2066 | -7.23 | |
| 0.2784 | 9.83 | |
| -0.2550 | -8.72 | |
| 0.1855 | 5.98 | |
| -0.0703 | -2.36 | |
| -0.0682 | -1.55 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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