NPC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.29% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7599 | 6.32 | |
| 0.1196 | 8.60 | |
| 0.8257 | 41.78 | |
| -0.0772 | -1.73 | |
| 0.1580 | 2.42 | |
| -0.2060 | -4.25 | |
| 0.1590 | 3.04 | |
| 0.0205 | 0.40 | |
| -0.1098 | -1.84 | |
| 0.0382 | 0.50 | |
| 0.1560 | 2.01 | |
| -0.2881 | -3.75 | |
| 0.2048 | 4.12 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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