ARB Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.30% (-6.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6045 | 5.66 | |
| 0.3048 | 2.64 | |
| 0.2480 | 1.65 | |
| -0.7768 | -2.50 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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