Nolato Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.49% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6254 | 6.25 | |
| 0.0779 | 2.99 | |
| 0.7425 | 11.59 | |
| 1.2872 | 4.94 | |
| -1.6724 | -4.02 | |
| 0.6456 | 2.23 | |
| -0.4826 | -1.70 | |
| 0.2253 | 0.64 | |
| 0.0748 | 0.28 |
Estimation Period:
Mar 14, 2008 to Feb 6, 2026
Mar 14, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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