Federal Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.91% (+4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1427 | 7.28 | |
| 0.1443 | 10.03 | |
| 0.7907 | 41.13 | |
| -0.0911 | -2.01 | |
| 0.1865 | 2.62 | |
| -0.1896 | -3.89 | |
| 0.1238 | 2.53 | |
| -0.0015 | -0.03 | |
| -0.0887 | -1.82 | |
| 0.0764 | 1.33 | |
| 0.0994 | 1.51 | |
| -0.2570 | -3.60 | |
| 0.1969 | 3.56 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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