Zero Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.54% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8367 | 6.29 | |
| 0.2668 | 5.83 | |
| 0.5346 | 10.74 | |
| 0.1532 | 1.12 | |
| -0.1926 | -0.78 | |
| -0.0171 | -0.07 | |
| 0.1597 | 0.74 | |
| -0.2506 | -1.13 | |
| 0.3513 | 1.49 | |
| -0.4475 | -2.35 | |
| 0.5779 | 3.75 | |
| -0.6912 | -3.70 |
Estimation Period:
Aug 2, 2005 to Feb 6, 2026
Aug 2, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities