J-Stream Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.95% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7477 | 7.22 | |
| 0.2227 | 5.16 | |
| 0.5741 | 9.45 | |
| 0.0390 | 0.90 | |
| -0.0238 | -0.35 | |
| -0.0228 | -0.42 | |
| -0.0054 | -0.10 | |
| 0.0473 | 0.79 | |
| -0.1236 | -2.11 | |
| 0.1588 | 4.06 |
Estimation Period:
Oct 8, 2001 to Feb 13, 2026
Oct 8, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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