Sempio Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.86% (+12.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9572 | 4.65 | |
| 0.2614 | 7.09 | |
| 0.6648 | 19.41 | |
| 0.0203 | 0.43 | |
| -0.0002 | -0.00 | |
| -0.1297 | -2.08 | |
| 0.2480 | 3.14 | |
| -0.2985 | -3.77 | |
| 0.3051 | 4.23 | |
| -0.2162 | -2.65 | |
| 0.1039 | 1.45 | |
| -0.0716 | -1.24 | |
| 0.0626 | 1.57 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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