Afyren SAS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.54% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7058 | 3.09 | |
| 0.1659 | 3.75 | |
| 0.6771 | 5.46 | |
| 2.2617 | 1.10 | |
| -5.2182 | -1.80 | |
| 7.0296 | 3.86 | |
| -7.5078 | -4.44 | |
| 4.7825 | 2.50 | |
| -1.6526 | -1.18 |
Estimation Period:
Oct 5, 2021 to Feb 6, 2026
Oct 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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