Vivien Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.71% (-3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5862 | 3.51 | |
| 0.2939 | 5.56 | |
| 0.5813 | 11.76 | |
| 0.0075 | 0.10 | |
| 0.0127 | 0.13 | |
| -0.1530 | -2.61 | |
| 0.2506 | 4.92 | |
| -0.1561 | -2.75 | |
| -0.0082 | -0.10 | |
| 0.0847 | 0.93 | |
| 0.0913 | 1.22 | |
| -0.3080 | -4.22 | |
| 0.2376 | 3.59 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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