Fp Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.07% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5478 | 5.33 | |
| 0.1338 | 6.28 | |
| 0.7257 | 18.55 | |
| -0.2329 | -3.54 | |
| 0.2620 | 2.66 | |
| 0.0070 | 0.10 | |
| -0.1238 | -2.15 | |
| 0.2022 | 4.14 | |
| -0.2172 | -3.62 | |
| 0.1969 | 2.63 | |
| -0.1726 | -2.55 | |
| 0.1127 | 2.45 |
Estimation Period:
Sep 2, 1997 to Feb 10, 2026
Sep 2, 1997 to Feb 10, 2026
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