HS Ad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.78% (+4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8139 | 5.42 | |
| 0.1407 | 6.93 | |
| 0.7675 | 23.04 | |
| -0.1154 | -2.53 | |
| 0.2094 | 3.09 | |
| -0.1611 | -3.20 | |
| 0.1392 | 2.85 | |
| -0.1099 | -2.53 | |
| 0.0236 | 0.53 | |
| 0.0377 | 1.05 |
Estimation Period:
Aug 11, 1999 to Jan 30, 2026
Aug 11, 1999 to Jan 30, 2026
News Impact Curve
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