Eg Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.41% (-5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9675 | 4.06 | |
| 0.2120 | 7.82 | |
| 0.6757 | 20.20 | |
| -0.3402 | -2.55 | |
| 0.6816 | 3.45 | |
| -0.6615 | -4.96 | |
| 0.5285 | 4.74 | |
| -0.3975 | -3.92 | |
| 0.4640 | 3.87 | |
| -0.5315 | -3.13 | |
| 0.4132 | 2.19 | |
| -0.2319 | -1.34 | |
| 0.0976 | 0.67 |
Estimation Period:
Jan 26, 2001 to Feb 6, 2026
Jan 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities