8common Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:126.35% (-13.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4848 | 5.48 | |
| 0.1123 | 3.41 | |
| 0.4940 | 3.64 | |
| -1.8826 | -5.37 | |
| 2.5831 | 4.31 | |
| -1.4033 | -2.48 | |
| 1.3213 | 2.81 | |
| -0.4483 | -1.14 | |
| -0.4728 | -1.46 |
Estimation Period:
Aug 27, 2014 to Feb 6, 2026
Aug 27, 2014 to Feb 6, 2026
News Impact Curve
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