D.L.S.I. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.47% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6933 | 3.83 | |
| 0.1527 | 4.68 | |
| 0.6955 | 11.54 | |
| -0.2159 | -1.76 | |
| 0.3438 | 2.00 | |
| -0.2346 | -2.10 | |
| 0.1215 | 0.90 | |
| 0.0450 | 0.34 | |
| -0.1314 | -1.25 | |
| 0.1098 | 1.26 |
Estimation Period:
Dec 26, 2006 to Feb 6, 2026
Dec 26, 2006 to Feb 6, 2026
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