Stormtec Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.98% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4734 | 3.87 | |
| 0.0493 | 1.13 | |
| 0.4237 | 1.68 | |
| 8.6009 | 0.67 | |
| 9.2337 | 0.44 | |
| -37.1108 | -1.90 | |
| 30.7574 | 1.67 | |
| -7.5940 | -0.43 | |
| -23.9839 | -1.17 | |
| 37.8950 | 2.13 | |
| -21.8514 | -2.30 |
Estimation Period:
Nov 20, 2023 to Feb 6, 2026
Nov 20, 2023 to Feb 6, 2026
News Impact Curve
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