Cas Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.88% (+3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8036 | 4.32 | |
| 0.1613 | 8.31 | |
| 0.7854 | 30.30 | |
| 0.0862 | 0.72 | |
| 0.0025 | 0.01 | |
| -0.3061 | -2.29 | |
| 0.5012 | 3.80 | |
| -0.6214 | -4.13 | |
| 0.6793 | 4.32 | |
| -0.4381 | -2.32 | |
| 0.0592 | 0.30 | |
| -0.1322 | -0.73 | |
| 0.3275 | 1.85 |
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Jan 19, 2001 to Feb 6, 2026
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