AB Sagax Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:76.36% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3471 | 2.34 | |
| 0.0000 | 0.00 | |
| 0.8995 | 4.59 | |
| 17.9920 | 0.99 | |
| 3.9105 | 0.14 | |
| -39.5096 | -2.44 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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