Lanson-BCC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.89% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9256 | 7.68 | |
| 0.2246 | 7.45 | |
| 0.5996 | 13.96 | |
| -0.0411 | -1.52 | |
| 0.0285 | 0.69 | |
| 0.0166 | 0.51 | |
| -0.0388 | -1.16 | |
| 0.1306 | 3.67 | |
| -0.1736 | -4.68 | |
| 0.1023 | 3.63 |
Estimation Period:
Dec 9, 1996 to Feb 6, 2026
Dec 9, 1996 to Feb 6, 2026
News Impact Curve
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