Ageas Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.11% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9827 | 5.80 | |
| 0.1147 | 9.52 | |
| 0.8416 | 62.76 | |
| -0.0475 | -0.89 | |
| 0.1336 | 1.67 | |
| -0.1333 | -2.48 | |
| -0.0024 | -0.04 | |
| 0.2009 | 3.47 | |
| -0.3051 | -5.46 | |
| 0.1773 | 2.74 | |
| 0.0513 | 0.78 | |
| -0.1449 | -2.34 | |
| 0.0979 | 2.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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