Albena AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:165.32% (-7.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5067 | 3.01 | |
| 0.0723 | 6.02 | |
| 0.9065 | 32.04 | |
| -0.1036 | -0.30 | |
| 0.0081 | 0.01 | |
| 0.4394 | 1.03 | |
| -0.7010 | -1.74 | |
| 0.4740 | 1.21 | |
| -0.0755 | -0.23 | |
| 0.1454 | 0.42 | |
| -0.7461 | -1.31 | |
| 1.2793 | 1.27 | |
| -1.0640 | -1.10 |
Estimation Period:
Nov 14, 2006 to Feb 6, 2026
Nov 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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