Alfio Bardolla Tra Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.58% (-4.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8147 | 6.55 | |
| 0.2445 | 4.62 | |
| 0.5849 | 8.18 | |
| -0.1004 | -2.92 | |
| 0.1385 | 3.05 |
Estimation Period:
Jul 28, 2017 to Feb 6, 2026
Jul 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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