Farmsco Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:143.90% (-14.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2382 | 5.19 | |
| 0.1205 | 6.38 | |
| 0.8213 | 29.31 | |
| 0.0640 | 3.81 | |
| -0.0904 | -3.83 | |
| 0.0401 | 2.85 | |
| -0.0164 | -1.58 |
Estimation Period:
Oct 25, 1999 to Jan 30, 2026
Oct 25, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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