Advik Capital Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.85% (+9.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3508 | 1.95 | |
| 0.2772 | 6.19 | |
| 0.5551 | 8.48 | |
| -0.1851 | -0.09 | |
| 0.4623 | 0.15 | |
| -3.4942 | -2.02 | |
| 7.8908 | 5.65 | |
| -7.2479 | -3.92 | |
| 3.6404 | 1.92 | |
| -2.2302 | -1.56 | |
| 1.7316 | 1.86 | |
| -0.7429 | -1.00 | |
| 0.2900 | 0.56 |
Estimation Period:
Mar 31, 2016 to Feb 6, 2026
Mar 31, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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