Intl Csrc Invstmnt Hldgs Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.51% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5000 | 5.41 | |
| 0.1506 | 8.56 | |
| 0.7453 | 25.96 | |
| 0.0692 | 2.07 | |
| 0.0122 | 0.25 | |
| -0.2119 | -6.33 | |
| 0.2402 | 8.12 | |
| -0.2144 | -6.51 | |
| 0.1736 | 4.16 | |
| -0.0372 | -0.87 | |
| -0.0924 | -2.34 | |
| 0.0836 | 2.59 |
Estimation Period:
Jun 26, 1990 to Feb 6, 2026
Jun 26, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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