Sogeclair Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.59% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8306 | 6.57 | |
| 0.1544 | 6.43 | |
| 0.7808 | 21.16 | |
| 0.0103 | 4.41 | |
| -0.0124 | -4.30 |
Estimation Period:
Nov 26, 1998 to Feb 6, 2026
Nov 26, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities