Waberer'S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.45% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9295 | 3.87 | |
| 0.2150 | 4.61 | |
| 0.6952 | 12.26 | |
| -0.2229 | -2.51 | |
| 0.2957 | 2.38 | |
| -0.0694 | -1.15 |
Estimation Period:
Jul 6, 2017 to Feb 13, 2026
Jul 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities