TP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.83% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7100 | 6.44 | |
| 0.1322 | 7.33 | |
| 0.7841 | 23.89 | |
| -0.0948 | -1.67 | |
| -0.0076 | -0.09 | |
| 0.2387 | 4.01 | |
| -0.2099 | -4.12 | |
| 0.1540 | 3.23 | |
| -0.1965 | -3.60 | |
| 0.2192 | 3.68 | |
| -0.1591 | -2.68 | |
| 0.0715 | 1.76 |
Estimation Period:
Dec 27, 1994 to Feb 13, 2026
Dec 27, 1994 to Feb 13, 2026
News Impact Curve
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