Baikowski SAS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.90% (-5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.3578 | 0.00 | |
| 0.2544 | 0.67 | |
| 0.7455 | 1.91 | |
| 1,497.1580 | 76.42 | |
| -2,256.8700 | -56.88 | |
| 902.2973 | 7.01 | |
| -146.5449 | -0.36 | |
| 10.8153 | 0.02 | |
| 36.7553 | 0.07 | |
| -44.0642 | -0.16 | |
| 6.2276 | 0.08 | |
| -24.8458 | -0.40 | |
| 25.3513 | 0.35 |
Estimation Period:
Jun 7, 2019 to Feb 13, 2026
Jun 7, 2019 to Feb 13, 2026
News Impact Curve
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