Algoquant Fintech Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.83% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3052 | 8.42 | |
| 0.0850 | 3.60 | |
| 0.8740 | 17.94 | |
| 0.0270 | 0.21 | |
| -0.1472 | -0.67 | |
| 0.2893 | 1.15 | |
| -0.7489 | -1.87 | |
| 1.6704 | 2.14 | |
| -1.8308 | -1.45 | |
| 0.9622 | 0.73 | |
| -0.4117 | -0.47 | |
| 0.3126 | 0.75 |
Estimation Period:
Oct 21, 2008 to Feb 13, 2026
Oct 21, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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