Sidiz Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.93% (-6.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6432 | 3.16 | |
| 0.2617 | 6.40 | |
| 0.6294 | 13.15 | |
| -0.1302 | -0.29 | |
| 0.5854 | 0.92 | |
| -0.5694 | -1.07 | |
| 0.0080 | 0.01 | |
| 0.0525 | 0.07 | |
| -0.1246 | -0.17 | |
| 0.7385 | 0.89 | |
| -1.3079 | -1.19 | |
| 1.3397 | 1.47 | |
| -0.7468 | -1.76 |
Estimation Period:
Jan 25, 2011 to Jan 30, 2026
Jan 25, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities