Sempio Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:43.90% (-8.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9498 | 4.66 | |
| 0.2607 | 7.10 | |
| 0.6650 | 19.41 | |
| 0.0192 | 0.41 | |
| 0.0013 | 0.02 | |
| -0.1304 | -2.09 | |
| 0.2486 | 3.15 | |
| -0.2990 | -3.78 | |
| 0.3053 | 4.24 | |
| -0.2161 | -2.65 | |
| 0.1035 | 1.44 | |
| -0.0708 | -1.23 | |
| 0.0616 | 1.55 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities