Hfr Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:59.87% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1166 | 2.62 | |
| 0.1836 | 2.58 | |
| 0.1985 | 1.33 | |
| -2.6579 | -0.91 | |
| 4.2582 | 1.06 | |
| -3.1844 | -1.73 | |
| 3.8995 | 2.72 | |
| -4.3938 | -3.07 | |
| 3.9956 | 2.89 | |
| -4.6726 | -3.36 | |
| 6.0875 | 4.58 | |
| -5.2189 | -4.46 | |
| 2.1422 | 2.25 |
Estimation Period:
Nov 5, 2018 to Feb 13, 2026
Nov 5, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities