Alpha HPA Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:54.22% (-3.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2732 | 6.21 | |
| 0.0699 | 3.91 | |
| 0.8206 | 14.01 | |
| -0.2117 | -1.04 | |
| 1.0102 | 2.99 | |
| -1.7124 | -5.55 | |
| 1.5300 | 5.07 | |
| -0.9245 | -3.74 | |
| 0.4375 | 1.97 | |
| -0.1953 | -0.99 | |
| 0.1571 | 1.09 |
Estimation Period:
Oct 22, 2007 to Feb 6, 2026
Oct 22, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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