SAS Florentaise Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:156.61% (-3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7566 | 0.00 | |
| 0.7162 | 0.00 | |
| 0.2838 | 0.00 | |
| -349.5621 | -0.00 | |
| 515.1753 | 0.00 | |
| -233.1860 | -0.00 | |
| -155.3186 | -0.00 | |
| 660.2922 | 0.00 | |
| -715.4432 | -0.00 | |
| 344.2629 | 0.00 | |
| -87.1493 | -0.00 | |
| 27.7514 | 0.00 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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