Nicox Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:51.29% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7027 | 6.29 | |
| 0.3291 | 6.22 | |
| 0.4828 | 9.23 | |
| 0.1581 | 1.44 | |
| -0.1735 | -0.85 | |
| 0.0175 | 0.09 | |
| 0.0121 | 0.06 | |
| -0.1423 | -0.74 | |
| 0.2750 | 1.60 | |
| -0.2624 | -1.81 | |
| 0.2287 | 1.83 | |
| -0.1111 | -0.86 | |
| -0.0467 | -0.45 |
Estimation Period:
Nov 2, 1999 to Feb 6, 2026
Nov 2, 1999 to Feb 6, 2026
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