Authum Investment & Infrastr Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.22% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3806 | 3.87 | |
| 0.2500 | 7.19 | |
| 0.4189 | 5.93 | |
| 0.9920 | 2.22 | |
| -0.7421 | -1.21 | |
| -1.2541 | -3.27 | |
| 2.0421 | 4.32 | |
| -1.6758 | -2.77 | |
| 0.7753 | 1.41 | |
| -0.1671 | -0.45 | |
| 0.1034 | 0.44 |
Estimation Period:
Jun 11, 2015 to Feb 6, 2026
Jun 11, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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