Wajax Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.36% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5424 | 7.79 | |
| 0.1459 | 8.83 | |
| 0.7539 | 34.72 | |
| -0.0637 | -7.21 | |
| 0.0835 | 6.30 | |
| -0.0143 | -1.49 | |
| -0.0122 | -1.64 |
Estimation Period:
May 9, 1996 to Feb 13, 2026
May 9, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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