TP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.64% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7143 | 6.46 | |
| 0.1322 | 7.34 | |
| 0.7848 | 23.99 | |
| -0.0931 | -1.64 | |
| -0.0103 | -0.12 | |
| 0.2400 | 4.02 | |
| -0.2101 | -4.12 | |
| 0.1536 | 3.21 | |
| -0.1956 | -3.56 | |
| 0.2166 | 3.63 | |
| -0.1547 | -2.61 | |
| 0.0677 | 1.67 |
Estimation Period:
Dec 27, 1994 to Jan 30, 2026
Dec 27, 1994 to Jan 30, 2026
News Impact Curve
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