Bilendi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.20% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4359 | 5.73 | |
| 0.2611 | 6.54 | |
| 0.5546 | 10.76 | |
| 0.2845 | 1.47 | |
| -0.5929 | -1.71 | |
| 0.5919 | 1.67 | |
| -0.4482 | -0.91 | |
| 0.3408 | 0.65 | |
| -0.3478 | -1.07 | |
| 0.3233 | 1.70 | |
| -0.2785 | -1.49 | |
| 0.1713 | 0.99 | |
| -0.0482 | -0.39 |
Estimation Period:
Jul 5, 2005 to Feb 6, 2026
Jul 5, 2005 to Feb 6, 2026
News Impact Curve
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