SG Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:154.75% (-19.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7796 | 9.68 | |
| 0.1670 | 8.62 | |
| 0.7169 | 24.50 | |
| 0.0411 | 3.34 | |
| -0.0875 | -4.36 | |
| 0.0692 | 4.20 | |
| -0.0314 | -1.63 | |
| 0.0111 | 0.44 | |
| -0.0006 | -0.03 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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