Farcent Enterprise Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.43% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0233 | 5.45 | |
| 0.2052 | 7.96 | |
| 0.6804 | 19.82 | |
| -0.0034 | -0.03 | |
| 0.1938 | 0.98 | |
| -0.3657 | -2.31 | |
| 0.2030 | 1.36 | |
| 0.0845 | 0.64 | |
| -0.4278 | -3.10 | |
| 0.8546 | 5.62 | |
| -1.1362 | -6.19 | |
| 1.0320 | 4.35 | |
| -0.5670 | -2.99 |
Estimation Period:
Feb 15, 2002 to Feb 6, 2026
Feb 15, 2002 to Feb 6, 2026
News Impact Curve
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