Delivery Consulting Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.19% (-14.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5183 | 2.66 | |
| 0.3615 | 3.26 | |
| 0.3629 | 3.99 | |
| -3.1481 | -0.52 | |
| 6.7907 | 0.74 | |
| -6.2300 | -0.88 | |
| 1.4180 | 0.21 | |
| 8.7640 | 1.06 | |
| -12.8095 | -1.31 | |
| 0.7813 | 0.08 | |
| 14.7721 | 2.02 | |
| -19.4506 | -2.28 | |
| 12.4867 | 1.86 |
Estimation Period:
Jul 29, 2021 to Feb 10, 2026
Jul 29, 2021 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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