Consensus Asset Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:125.45% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6163 | 5.12 | |
| 0.1222 | 3.60 | |
| 0.5934 | 4.50 | |
| 2.6419 | 1.85 | |
| -4.5356 | -2.11 | |
| 3.2836 | 1.98 | |
| -4.2854 | -2.55 | |
| 6.8632 | 3.22 | |
| -5.9700 | -2.83 |
Estimation Period:
Jun 2, 2021 to Feb 6, 2026
Jun 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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