Ninety ONE Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.02% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3447 | 0.48 | |
| 0.6587 | 3.57 | |
| 0.3353 | 5.42 | |
| -22.9352 | -0.29 | |
| 32.1509 | 0.32 | |
| -39.7981 | -0.48 | |
| -64.5900 | -0.41 | |
| 416.4808 | 2.76 | |
| -646.2333 | -9.20 | |
| 506.4577 | 10.15 | |
| -238.4687 | -6.18 | |
| 54.0838 | 2.69 | |
| 3.8996 | 0.41 |
Estimation Period:
Jan 7, 2021 to Feb 6, 2026
Jan 7, 2021 to Feb 6, 2026
News Impact Curve
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