Aurea Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.86% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6772 | 4.97 | |
| 0.1121 | 3.30 | |
| 0.5835 | 4.18 | |
| -3.4080 | -3.36 | |
| 5.6662 | 3.39 | |
| -3.4128 | -2.33 | |
| 1.2056 | 0.89 | |
| 0.0994 | 0.11 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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