Vertex Securities Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.48% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8654 | 11.83 | |
| 0.1682 | 9.51 | |
| 0.7693 | 28.95 | |
| -0.0088 | -3.72 |
Estimation Period:
Oct 9, 2008 to Feb 6, 2026
Oct 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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