Boryung Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:69.36% (-4.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8161 | 7.90 | |
| 0.1214 | 8.85 | |
| 0.8075 | 40.16 | |
| 0.0000 | 0.00 | |
| 0.0068 | 0.14 | |
| -0.0828 | -2.22 | |
| 0.1710 | 4.36 | |
| -0.1496 | -3.76 | |
| 0.0641 | 1.73 | |
| 0.0208 | 0.50 | |
| -0.0815 | -1.62 | |
| 0.0786 | 2.05 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities