A Capital Holding Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.68% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6156 | 2.39 | |
| 0.6303 | 3.11 | |
| 0.1333 | 1.31 | |
| 16.8644 | 0.93 | |
| -23.0603 | -0.71 | |
| 13.4692 | 0.53 | |
| -27.7928 | -1.72 | |
| 53.0682 | 4.58 | |
| -70.7904 | -5.58 | |
| 72.5958 | 4.77 | |
| -54.5454 | -3.42 | |
| 30.1007 | 1.73 | |
| -13.5157 | -1.14 |
Estimation Period:
May 26, 2023 to Feb 5, 2026
May 26, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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