C&R Research Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.98% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6568 | 0.91 | |
| 0.3475 | 3.19 | |
| 0.6232 | 7.91 | |
| 12.3009 | 2.47 | |
| -22.4427 | -2.56 | |
| 16.0305 | 2.69 | |
| -10.4673 | -2.93 | |
| 9.1300 | 2.16 | |
| -9.2394 | -1.78 | |
| 6.0321 | 1.27 | |
| -0.5021 | -0.16 |
Estimation Period:
Sep 23, 2020 to Feb 6, 2026
Sep 23, 2020 to Feb 6, 2026
News Impact Curve
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