Munic S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:80.68% (-6.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5769 | 2.59 | |
| 0.3239 | 2.89 | |
| 0.4852 | 4.62 | |
| 4.8703 | 1.17 | |
| -10.8023 | -1.45 | |
| 12.8875 | 2.02 | |
| -12.2611 | -2.49 | |
| 7.7574 | 1.68 | |
| -1.0280 | -0.25 | |
| -4.3545 | -1.19 | |
| 5.1912 | 1.15 | |
| -3.3419 | -0.74 | |
| 1.0914 | 0.38 |
Estimation Period:
Feb 10, 2020 to Feb 6, 2026
Feb 10, 2020 to Feb 6, 2026
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