Sporton International Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.45% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6981 | 6.36 | |
| 0.1289 | 7.57 | |
| 0.7179 | 20.37 | |
| -0.2601 | -3.06 | |
| 0.3294 | 2.58 | |
| -0.1741 | -1.85 | |
| 0.3578 | 3.64 | |
| -0.5766 | -5.85 | |
| 0.5832 | 6.26 | |
| -0.3713 | -4.10 | |
| 0.1332 | 1.57 | |
| -0.0277 | -0.43 |
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Sep 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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