TP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.23% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7109 | 6.47 | |
| 0.1317 | 7.34 | |
| 0.7845 | 23.94 | |
| -0.0941 | -1.67 | |
| -0.0085 | -0.10 | |
| 0.2389 | 4.02 | |
| -0.2098 | -4.13 | |
| 0.1537 | 3.23 | |
| -0.1960 | -3.60 | |
| 0.2181 | 3.67 | |
| -0.1568 | -2.65 | |
| 0.0689 | 1.71 |
Estimation Period:
Dec 27, 1994 to Feb 20, 2026
Dec 27, 1994 to Feb 20, 2026
News Impact Curve
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