ONTIDE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.27% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2549 | 5.90 | |
| 0.2286 | 8.69 | |
| 0.6205 | 17.21 | |
| -0.0511 | -0.68 | |
| 0.0163 | 0.14 | |
| 0.2361 | 2.42 | |
| -0.4036 | -4.48 | |
| 0.3244 | 4.28 | |
| -0.2574 | -3.38 | |
| 0.2476 | 2.64 | |
| -0.1452 | -1.29 | |
| 0.0224 | 0.21 | |
| 0.0242 | 0.30 |
Estimation Period:
Dec 25, 1996 to Feb 6, 2026
Dec 25, 1996 to Feb 6, 2026
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