NPC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.72% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7730 | 6.49 | |
| 0.1190 | 8.57 | |
| 0.8259 | 41.69 | |
| -0.0691 | -1.56 | |
| 0.1469 | 2.25 | |
| -0.2024 | -4.19 | |
| 0.1592 | 3.05 | |
| 0.0180 | 0.35 | |
| -0.1063 | -1.78 | |
| 0.0353 | 0.46 | |
| 0.1578 | 2.04 | |
| -0.2895 | -3.78 | |
| 0.2061 | 4.15 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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