TP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.97% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7111 | 6.45 | |
| 0.1325 | 7.35 | |
| 0.7838 | 23.87 | |
| -0.0942 | -1.67 | |
| -0.0084 | -0.10 | |
| 0.2390 | 4.02 | |
| -0.2101 | -4.13 | |
| 0.1540 | 3.23 | |
| -0.1964 | -3.60 | |
| 0.2186 | 3.68 | |
| -0.1575 | -2.66 | |
| 0.0698 | 1.72 |
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Dec 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities