WITS Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.78% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2916 | 4.17 | |
| 0.1904 | 5.08 | |
| 0.6482 | 12.01 | |
| 0.4649 | 1.74 | |
| -0.6889 | -1.69 | |
| 0.1974 | 0.79 | |
| 0.3770 | 1.88 | |
| -0.8856 | -4.66 | |
| 0.9072 | 5.23 | |
| -0.4886 | -2.79 | |
| 0.1344 | 1.03 |
Estimation Period:
Jun 25, 2010 to Feb 11, 2026
Jun 25, 2010 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities