Midsummer Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:133.42% (+7.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5956 | 4.09 | |
| 0.1634 | 2.86 | |
| 0.4132 | 3.07 | |
| 6.0930 | 2.36 | |
| -10.7649 | -2.41 | |
| 9.4394 | 2.52 | |
| -7.4071 | -2.25 | |
| 1.4266 | 0.44 | |
| 3.9557 | 1.31 | |
| -5.7167 | -2.01 | |
| 4.2879 | 2.06 |
Estimation Period:
Dec 16, 2020 to Jan 30, 2026
Dec 16, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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