SPC SAMLIP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.89% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6858 | 7.75 | |
| 0.1597 | 9.96 | |
| 0.7469 | 30.72 | |
| 0.0105 | 0.86 | |
| -0.0592 | -3.37 | |
| 0.0947 | 8.19 | |
| -0.0802 | -7.82 | |
| 0.0527 | 7.80 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other SPC SAMLIP Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities