Virtus Investment Partners Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.12% (-6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3590 | 5.14 | |
| 0.1478 | 5.61 | |
| 0.6225 | 10.45 | |
| 1.0822 | 4.63 | |
| -1.4613 | -4.27 | |
| 0.7019 | 2.80 | |
| -0.4193 | -1.46 | |
| -0.1990 | -0.63 | |
| 0.8228 | 2.94 | |
| -0.8504 | -4.18 | |
| 0.3425 | 2.04 | |
| -0.0060 | -0.03 | |
| 0.1435 | 0.43 |
Estimation Period:
Jan 2, 2009 to Feb 6, 2026
Jan 2, 2009 to Feb 6, 2026
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