Ab Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.96% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9919 | 4.70 | |
| 0.0677 | 5.11 | |
| 0.8364 | 22.56 | |
| -0.2152 | -3.11 | |
| 0.3609 | 3.75 | |
| -0.2314 | -4.54 | |
| 0.1804 | 4.17 | |
| -0.2022 | -4.55 | |
| 0.1578 | 4.51 |
Estimation Period:
Oct 5, 2006 to Feb 6, 2026
Oct 5, 2006 to Feb 6, 2026
News Impact Curve
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