Philweb Corporation Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:89.25% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5040 | 5.80 | |
| 0.1354 | 6.31 | |
| 0.7760 | 23.23 | |
| -0.1382 | -1.44 | |
| 0.3328 | 2.17 | |
| -0.3009 | -2.11 | |
| -0.0074 | -0.04 | |
| 0.4000 | 2.66 | |
| -0.3596 | -2.59 | |
| 0.0002 | 0.00 | |
| 0.0780 | 0.31 | |
| -0.0149 | -0.08 | |
| 0.2453 | 2.01 |
Estimation Period:
Aug 24, 1995 to Feb 13, 2026
Aug 24, 1995 to Feb 13, 2026
News Impact Curve
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