Webstep ASA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.76% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6735 | 3.61 | |
| 0.2304 | 3.05 | |
| 0.1399 | 0.75 | |
| 3.5730 | 2.06 | |
| -7.4044 | -2.98 | |
| 8.3984 | 5.20 | |
| -6.7875 | -4.45 | |
| 2.8070 | 1.97 | |
| -0.9165 | -0.93 |
Estimation Period:
Oct 7, 2021 to Feb 6, 2026
Oct 7, 2021 to Feb 6, 2026
News Impact Curve
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