Ve Wong Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.74% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5502 | 10.07 | |
| 0.1631 | 9.62 | |
| 0.7443 | 29.42 | |
| 0.1603 | 9.46 | |
| -0.2282 | -8.77 | |
| 0.0922 | 4.30 | |
| -0.0555 | -2.20 | |
| 0.0483 | 1.70 | |
| 0.0134 | 0.47 | |
| -0.0510 | -2.43 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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