SPC SAMLIP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.60% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6908 | 7.82 | |
| 0.1593 | 9.95 | |
| 0.7476 | 30.80 | |
| 0.0109 | 0.90 | |
| -0.0597 | -3.40 | |
| 0.0948 | 8.19 | |
| -0.0802 | -7.82 | |
| 0.0527 | 7.80 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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