Keyrus Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.30% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5543 | 5.68 | |
| 0.1401 | 6.37 | |
| 0.7754 | 23.92 | |
| -0.1450 | -1.35 | |
| 0.0812 | 0.50 | |
| 0.3543 | 2.77 | |
| -0.6170 | -5.45 | |
| 0.5392 | 5.15 | |
| -0.2782 | -2.11 | |
| 0.0901 | 0.63 | |
| -0.0151 | -0.08 | |
| -0.1192 | -0.63 | |
| 0.1952 | 1.63 |
Estimation Period:
Jul 19, 2000 to Feb 6, 2026
Jul 19, 2000 to Feb 6, 2026
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