Pan International Industrial Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.43% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6272 | 4.79 | |
| 0.0998 | 8.94 | |
| 0.8509 | 50.86 | |
| -0.1154 | -3.79 | |
| 0.1669 | 3.92 | |
| -0.0987 | -4.39 | |
| 0.0953 | 4.42 | |
| -0.0760 | -3.28 | |
| 0.0370 | 2.07 |
Estimation Period:
Mar 8, 1995 to Feb 6, 2026
Mar 8, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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