Boryung Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.04% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8123 | 8.04 | |
| 0.1247 | 8.88 | |
| 0.7991 | 39.10 | |
| 0.0004 | 0.01 | |
| 0.0060 | 0.12 | |
| -0.0823 | -2.26 | |
| 0.1707 | 4.48 | |
| -0.1492 | -3.85 | |
| 0.0634 | 1.75 | |
| 0.0223 | 0.54 | |
| -0.0861 | -1.76 | |
| 0.0848 | 2.29 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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