Passat Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.88% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7253 | 2.42 | |
| 0.1699 | 3.82 | |
| 0.4938 | 4.16 | |
| -3.1402 | -0.47 | |
| 4.5582 | 0.50 | |
| -4.5188 | -0.97 | |
| 8.1972 | 1.90 | |
| -10.7250 | -2.23 | |
| 8.5422 | 1.61 | |
| 0.7878 | 0.12 | |
| -13.9527 | -2.01 | |
| 19.2797 | 3.45 | |
| -11.6252 | -3.65 |
Estimation Period:
Mar 10, 2021 to Jan 30, 2026
Mar 10, 2021 to Jan 30, 2026
News Impact Curve
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