Solomon Data International Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.84% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9358 | 7.27 | |
| 0.2135 | 9.99 | |
| 0.5823 | 13.04 | |
| 0.0621 | 0.67 | |
| -0.2684 | -2.02 | |
| 0.2927 | 3.18 | |
| -0.1269 | -1.20 | |
| 0.2509 | 1.86 | |
| -0.4826 | -3.21 | |
| 0.5044 | 3.60 | |
| -0.3320 | -2.54 | |
| 0.0964 | 1.14 |
Estimation Period:
Sep 12, 2006 to Jan 30, 2026
Sep 12, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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