Boryung Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.70% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8032 | 7.89 | |
| 0.1250 | 8.90 | |
| 0.7987 | 39.13 | |
| 0.0003 | 0.01 | |
| 0.0046 | 0.09 | |
| -0.0794 | -2.18 | |
| 0.1687 | 4.42 | |
| -0.1484 | -3.82 | |
| 0.0636 | 1.75 | |
| 0.0211 | 0.52 | |
| -0.0840 | -1.71 | |
| 0.0829 | 2.22 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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