Creema Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.98% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2711 | 2.55 | |
| 0.2389 | 3.14 | |
| 0.4791 | 3.84 | |
| 0.7734 | 0.19 | |
| 2.5684 | 0.46 | |
| -10.3103 | -2.93 | |
| 13.1384 | 3.67 | |
| -10.9650 | -2.65 | |
| 11.0048 | 2.02 | |
| -12.3618 | -1.76 | |
| 10.1602 | 1.55 | |
| -7.3740 | -1.78 | |
| 5.2230 | 2.60 |
Estimation Period:
Nov 27, 2020 to Feb 13, 2026
Nov 27, 2020 to Feb 13, 2026
News Impact Curve
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