Kayac Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.33% (+5.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4855 | 4.44 | |
| 0.3195 | 4.68 | |
| 0.4234 | 5.51 | |
| 1.4294 | 3.11 | |
| -2.2113 | -3.36 | |
| 1.1906 | 2.47 | |
| -0.1237 | -0.24 | |
| -1.0707 | -1.58 | |
| 1.7910 | 2.19 | |
| -1.8437 | -2.33 | |
| 1.1879 | 1.58 | |
| -0.3676 | -0.70 |
Estimation Period:
Dec 29, 2014 to Feb 13, 2026
Dec 29, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities