Sfa Engineering Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.98% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8321 | 8.18 | |
| 0.0825 | 4.67 | |
| 0.7966 | 18.33 | |
| 0.1099 | 1.80 | |
| -0.0518 | -0.52 | |
| -0.1929 | -2.21 | |
| 0.2492 | 2.90 | |
| -0.1287 | -1.77 | |
| -0.0550 | -1.09 | |
| 0.1491 | 3.35 | |
| -0.1071 | -2.86 |
Estimation Period:
Apr 9, 2003 to Feb 6, 2026
Apr 9, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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