Shift Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:76.10% (-6.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7870 | 6.67 | |
| 0.1292 | 1.96 | |
| 0.4123 | 2.14 | |
| -0.6773 | -3.31 | |
| 1.2197 | 4.04 | |
| -0.7848 | -4.45 |
Estimation Period:
Feb 2, 2021 to Feb 6, 2026
Feb 2, 2021 to Feb 6, 2026
News Impact Curve
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