Valqua Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.31% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6054 | 8.36 | |
| 0.1738 | 6.95 | |
| 0.5934 | 13.14 | |
| 0.0012 | 0.04 | |
| 0.0576 | 1.12 | |
| -0.0975 | -2.58 | |
| -0.0094 | -0.26 | |
| 0.1446 | 4.17 | |
| -0.2085 | -5.49 | |
| 0.2404 | 4.78 | |
| -0.2186 | -2.76 | |
| 0.1201 | 1.43 | |
| -0.0304 | -0.65 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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