Allgeier Se Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.46% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7048 | 5.55 | |
| 0.1118 | 6.73 | |
| 0.7042 | 18.41 | |
| 0.0334 | 0.47 | |
| -0.0169 | -0.15 | |
| -0.0853 | -0.98 | |
| 0.1152 | 1.60 | |
| -0.0240 | -0.44 | |
| 0.0261 | 0.54 | |
| -0.1518 | -2.82 | |
| 0.1471 | 3.27 |
Estimation Period:
Jul 11, 2000 to Feb 6, 2026
Jul 11, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Allgeier Se Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities