Z Fin Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.16% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8376 | 3.85 | |
| 0.1020 | 5.63 | |
| 0.8596 | 32.31 | |
| -0.4929 | -3.11 | |
| 0.8158 | 3.58 | |
| -0.5343 | -2.69 | |
| 0.4246 | 1.98 | |
| -0.3333 | -1.51 | |
| 0.0572 | 0.27 | |
| 0.2537 | 1.69 | |
| -0.3119 | -3.33 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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