Gl Events Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.60% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8313 | 4.24 | |
| 0.0328 | 1.64 | |
| 0.7330 | 6.30 | |
| 2.8758 | 2.01 | |
| -3.4319 | -1.66 | |
| 2.3522 | 2.24 | |
| -4.3426 | -4.34 | |
| 4.1753 | 3.89 | |
| -2.8556 | -3.19 | |
| 2.2542 | 2.65 | |
| -1.2570 | -1.38 | |
| 0.1726 | 0.25 |
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Mar 28, 2008 to Feb 6, 2026
News Impact Curve
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