Bg T&A Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:40.64% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7808 | 5.89 | |
| 0.2129 | 5.93 | |
| 0.6834 | 15.33 | |
| -0.3303 | -4.74 | |
| 0.5657 | 5.06 | |
| -0.4114 | -4.83 | |
| 0.2738 | 3.71 | |
| -0.1762 | -2.16 | |
| 0.1297 | 1.87 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
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