Uniform Industrial Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.04% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6306 | 8.37 | |
| 0.1357 | 8.15 | |
| 0.6827 | 16.98 | |
| -0.0016 | -0.02 | |
| 0.2174 | 1.75 | |
| -0.4285 | -4.83 | |
| 0.2442 | 2.82 | |
| 0.1290 | 1.37 | |
| -0.4589 | -4.41 | |
| 0.5886 | 5.02 | |
| -0.2769 | -2.13 | |
| -0.2086 | -1.71 | |
| 0.2759 | 3.45 |
Estimation Period:
Sep 18, 2001 to Feb 6, 2026
Sep 18, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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