Geci International Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.41% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6124 | 2.03 | |
| 0.1255 | 4.87 | |
| 0.7865 | 19.94 | |
| -0.5959 | -1.63 | |
| 0.9946 | 1.98 | |
| -0.6834 | -2.14 | |
| 0.4125 | 1.37 | |
| 0.0348 | 0.13 | |
| -0.4637 | -1.60 | |
| 0.4816 | 1.74 | |
| -0.1495 | -0.53 | |
| -0.2871 | -0.97 | |
| 0.4316 | 2.21 |
Estimation Period:
May 10, 2001 to Feb 6, 2026
May 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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