HS Ad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.15% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8153 | 5.42 | |
| 0.1401 | 6.95 | |
| 0.7687 | 23.21 | |
| -0.1148 | -2.53 | |
| 0.2084 | 3.08 | |
| -0.1603 | -3.19 | |
| 0.1388 | 2.85 | |
| -0.1105 | -2.55 | |
| 0.0254 | 0.58 | |
| 0.0358 | 1.00 |
Estimation Period:
Aug 11, 1999 to Feb 13, 2026
Aug 11, 1999 to Feb 13, 2026
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