Delta Plus Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.19% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7747 | 6.47 | |
| 0.1829 | 3.63 | |
| 0.0410 | 0.25 | |
| -0.6454 | -1.45 | |
| 0.4216 | 0.64 | |
| 0.8421 | 2.20 | |
| -0.9281 | -4.08 |
Estimation Period:
Apr 19, 2021 to Feb 6, 2026
Apr 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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