Albert David Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.34% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1527 | 5.79 | |
| 0.1249 | 4.74 | |
| 0.6941 | 11.17 | |
| 0.1626 | 1.29 | |
| -0.1643 | -0.81 | |
| -0.1525 | -0.94 | |
| 0.3552 | 2.32 | |
| -0.4100 | -3.13 | |
| 0.3822 | 3.61 | |
| -0.2322 | -3.21 |
Estimation Period:
Jan 5, 2010 to Feb 6, 2026
Jan 5, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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