HS Ad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.39% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8072 | 5.40 | |
| 0.1400 | 6.94 | |
| 0.7686 | 23.16 | |
| -0.1158 | -2.55 | |
| 0.2097 | 3.10 | |
| -0.1609 | -3.21 | |
| 0.1392 | 2.86 | |
| -0.1106 | -2.55 | |
| 0.0254 | 0.58 | |
| 0.0358 | 1.00 |
Estimation Period:
Aug 11, 1999 to Feb 20, 2026
Aug 11, 1999 to Feb 20, 2026
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