Broadpeak SACA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.27% (+6.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2176 | 1.92 | |
| 0.4643 | 4.04 | |
| 0.2133 | 1.98 | |
| -8.5384 | -1.08 | |
| 4.0329 | 0.37 | |
| 14.5006 | 2.71 | |
| -19.0194 | -4.29 | |
| 11.9208 | 2.61 | |
| 0.4053 | 0.08 | |
| -9.1591 | -1.97 | |
| 8.1644 | 2.71 |
Estimation Period:
Jun 13, 2022 to Feb 6, 2026
Jun 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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