235 Holdings AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:647.52% (+563.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2232 | 1.96 | |
| 0.3635 | 3.83 | |
| 0.6143 | 5.91 | |
| -0.7009 | -0.10 | |
| 0.8368 | 0.08 | |
| 2.3117 | 0.36 | |
| -4.0408 | -1.09 | |
| 1.7493 | 0.41 | |
| -2.9911 | -0.56 | |
| 5.6943 | 1.02 | |
| -5.1077 | -0.95 | |
| 12.4889 | 1.88 | |
| -18.1853 | -2.85 |
Estimation Period:
Jul 6, 2018 to Jan 1, 2026
Jul 6, 2018 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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