S M A I O S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.54% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1828 | 4.09 | |
| 0.2322 | 2.83 | |
| 0.3771 | 2.43 | |
| 5.7313 | 3.33 | |
| -8.1610 | -3.05 | |
| 3.3729 | 1.56 | |
| -1.7146 | -0.72 | |
| 1.0677 | 0.60 |
Estimation Period:
Apr 6, 2022 to Feb 6, 2026
Apr 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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