Ffri Security Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:74.02% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8911 | 2.90 | |
| 0.0911 | 4.90 | |
| 0.8443 | 26.76 | |
| -0.6539 | -2.08 | |
| 1.1461 | 2.64 | |
| -0.8368 | -3.50 | |
| 0.6521 | 2.93 | |
| -0.3714 | -1.65 | |
| -0.0136 | -0.08 |
Estimation Period:
Sep 30, 2014 to Feb 13, 2026
Sep 30, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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