Tai Roun Products Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.32% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1415 | 6.48 | |
| 0.1681 | 9.25 | |
| 0.7335 | 25.57 | |
| -0.0216 | -0.77 | |
| 0.0307 | 0.74 | |
| -0.0134 | -0.52 | |
| -0.0411 | -1.68 | |
| 0.1110 | 3.77 | |
| -0.0743 | -2.44 | |
| -0.0015 | -0.07 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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