Vivien Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.21% (-3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5709 | 3.32 | |
| 0.2898 | 5.51 | |
| 0.5887 | 11.94 | |
| -0.0016 | -0.02 | |
| 0.0257 | 0.24 | |
| -0.1589 | -2.68 | |
| 0.2537 | 4.94 | |
| -0.1580 | -2.75 | |
| -0.0063 | -0.08 | |
| 0.0839 | 0.91 | |
| 0.0905 | 1.19 | |
| -0.3084 | -4.24 | |
| 0.2404 | 3.62 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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