Idea Consultants Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.65% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8422 | 4.94 | |
| 0.1707 | 7.69 | |
| 0.6934 | 20.08 | |
| -0.0417 | -0.58 | |
| 0.0004 | 0.00 | |
| 0.0595 | 0.71 | |
| 0.0033 | 0.05 | |
| 0.0430 | 0.58 | |
| -0.2533 | -2.83 | |
| 0.3614 | 3.06 | |
| -0.3159 | -2.52 | |
| 0.2561 | 2.83 | |
| -0.1430 | -2.59 |
Estimation Period:
Aug 9, 1994 to Feb 10, 2026
Aug 9, 1994 to Feb 10, 2026
News Impact Curve
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