Horizon Securities Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.97% (-4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4257 | 6.06 | |
| 0.1469 | 5.90 | |
| 0.7673 | 19.60 | |
| 0.0714 | 0.89 | |
| -0.1300 | -1.05 | |
| 0.0658 | 0.72 | |
| 0.0046 | 0.05 | |
| -0.0830 | -0.75 | |
| 0.3113 | 2.91 | |
| -0.4902 | -4.53 | |
| 0.3418 | 3.94 |
Estimation Period:
Sep 2, 2003 to Jan 30, 2026
Sep 2, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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