Forval Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.61% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5415 | 4.00 | |
| 0.2092 | 9.58 | |
| 0.6466 | 22.54 | |
| 0.1163 | 1.26 | |
| -0.1604 | -1.15 | |
| 0.0017 | 0.01 | |
| 0.1258 | 1.17 | |
| -0.1528 | -1.61 | |
| 0.0961 | 0.90 | |
| -0.0497 | -0.50 | |
| 0.0925 | 1.11 | |
| -0.1363 | -2.19 | |
| 0.0926 | 2.61 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
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