Sempio Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.56% (-4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9472 | 4.61 | |
| 0.2618 | 7.12 | |
| 0.6648 | 19.47 | |
| 0.0144 | 0.31 | |
| 0.0087 | 0.12 | |
| -0.1340 | -2.15 | |
| 0.2502 | 3.17 | |
| -0.3002 | -3.80 | |
| 0.3076 | 4.30 | |
| -0.2194 | -2.71 | |
| 0.1065 | 1.48 | |
| -0.0728 | -1.25 | |
| 0.0629 | 1.57 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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