E-World Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.21% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8967 | 3.92 | |
| 0.1621 | 4.29 | |
| 0.7552 | 10.95 | |
| 0.3066 | 1.63 | |
| -0.7167 | -2.53 | |
| 0.8119 | 4.52 | |
| -0.7271 | -4.73 | |
| 0.5401 | 3.33 | |
| -0.3501 | -1.86 | |
| 0.1852 | 1.20 | |
| -0.0383 | -0.50 |
Estimation Period:
Jul 26, 2005 to Feb 13, 2026
Jul 26, 2005 to Feb 13, 2026
News Impact Curve
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