Keyrus Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.37% (+3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1072 | 1.77 | |
| 0.2412 | 3.17 | |
| 0.5472 | 4.20 | |
| -4.7758 | -0.43 | |
| 4.9036 | 0.32 | |
| 3.8741 | 0.50 | |
| -10.6525 | -1.19 | |
| 15.3556 | 1.50 | |
| -19.8281 | -1.62 | |
| 23.9359 | 1.81 | |
| -26.3563 | -2.33 | |
| 26.2182 | 3.10 | |
| -17.8761 | -3.24 |
Estimation Period:
Mar 2, 2021 to Feb 6, 2026
Mar 2, 2021 to Feb 6, 2026
News Impact Curve
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