SPC SAMLIP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.26% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6864 | 7.76 | |
| 0.1598 | 9.95 | |
| 0.7465 | 30.61 | |
| 0.0109 | 0.89 | |
| -0.0599 | -3.40 | |
| 0.0952 | 8.20 | |
| -0.0803 | -7.79 | |
| 0.0526 | 7.74 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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