ALT5 Sigma Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:126.48% (-8.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5615 | 5.03 | |
| 0.2228 | 7.79 | |
| 0.6410 | 15.97 | |
| 0.0326 | 0.61 | |
| -0.0952 | -1.23 | |
| 0.0786 | 1.89 | |
| -0.0790 | -1.62 | |
| 0.1832 | 2.72 | |
| -0.1947 | -2.95 | |
| 0.1106 | 1.93 | |
| -0.0556 | -1.38 |
Estimation Period:
Nov 7, 1991 to Feb 13, 2026
Nov 7, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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