Vertex Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:78.90% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6913 | 4.60 | |
| 0.0322 | 1.36 | |
| 0.5704 | 1.82 | |
| -3.4300 | -1.61 | |
| 2.5313 | 0.86 | |
| 3.3907 | 1.34 | |
| -4.1700 | -1.36 | |
| 0.6354 | 0.16 | |
| 4.1287 | 0.96 | |
| -7.6889 | -1.43 | |
| 10.4408 | 1.84 | |
| -10.9939 | -2.26 | |
| 11.4204 | 1.42 |
Estimation Period:
Jul 29, 2020 to Feb 13, 2026
Jul 29, 2020 to Feb 13, 2026
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