Alexander Stamps A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.76% (+13.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1122 | 2.29 | |
| 0.2912 | 13.90 | |
| 0.6513 | 25.65 | |
| -3.8363 | -2.61 | |
| 10.1402 | 5.29 | |
| -10.8401 | -16.59 | |
| 6.2410 | 4.68 | |
| -2.5760 | -2.14 | |
| 1.3599 | 1.78 | |
| -0.8716 | -1.54 | |
| 0.6898 | 1.25 | |
| -0.3081 | -0.58 | |
| -0.0960 | -0.25 |
Estimation Period:
Nov 7, 2013 to Feb 6, 2026
Nov 7, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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