Riskmonster.Com Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.60% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7298 | 7.01 | |
| 0.1992 | 7.40 | |
| 0.6674 | 16.12 | |
| -0.0253 | -0.39 | |
| 0.0859 | 0.84 | |
| -0.1455 | -1.95 | |
| 0.1652 | 2.52 | |
| -0.0359 | -0.56 | |
| -0.2160 | -3.34 | |
| 0.2812 | 5.86 |
Estimation Period:
Mar 28, 2005 to Feb 13, 2026
Mar 28, 2005 to Feb 13, 2026
News Impact Curve
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