Datagroup Se Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.41% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8525 | 5.21 | |
| 0.1741 | 1.83 | |
| 0.2092 | 1.26 | |
| -1.5831 | -0.90 | |
| 3.7779 | 1.44 | |
| -5.5978 | -3.32 | |
| 6.3562 | 4.18 | |
| -4.8377 | -3.83 | |
| 2.5294 | 2.26 | |
| 0.1618 | 0.13 | |
| -2.8341 | -2.15 | |
| 3.3427 | 3.57 |
Estimation Period:
Jan 16, 2018 to Feb 6, 2026
Jan 16, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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