Prologue Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.53% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5675 | 3.43 | |
| 0.0950 | 4.99 | |
| 0.8399 | 21.44 | |
| -0.6059 | -3.05 | |
| 0.6925 | 2.50 | |
| -0.0267 | -0.16 | |
| -0.1345 | -0.73 | |
| 0.2109 | 1.15 | |
| -0.2707 | -1.51 | |
| 0.2374 | 1.41 | |
| -0.1445 | -1.16 |
Estimation Period:
Jan 9, 2007 to Feb 6, 2026
Jan 9, 2007 to Feb 6, 2026
News Impact Curve
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