Farmsco Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:89.28% (-7.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2608 | 5.09 | |
| 0.1206 | 6.48 | |
| 0.8251 | 30.50 | |
| 0.0645 | 3.78 | |
| -0.0912 | -3.81 | |
| 0.0410 | 2.86 | |
| -0.0172 | -1.62 |
Estimation Period:
Oct 25, 1999 to Feb 20, 2026
Oct 25, 1999 to Feb 20, 2026
News Impact Curve
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