Pc Direct Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.99% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9557 | 3.54 | |
| 0.1428 | 5.57 | |
| 0.8036 | 26.67 | |
| -0.1926 | -1.86 | |
| 0.3163 | 2.16 | |
| -0.2492 | -2.75 | |
| 0.3208 | 4.01 | |
| -0.3823 | -5.51 | |
| 0.2587 | 4.47 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
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