VEOM Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:83.99% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5387 | 2.30 | |
| 0.2123 | 3.99 | |
| 0.5665 | 6.13 | |
| -0.2905 | -0.31 | |
| 0.2553 | 0.14 | |
| -0.3019 | -0.13 | |
| 1.1461 | 0.58 | |
| -1.5625 | -1.44 | |
| 0.8461 | 1.31 | |
| 0.9279 | 1.46 | |
| -2.1259 | -2.62 | |
| 1.3103 | 1.53 | |
| -0.1524 | -0.28 |
Estimation Period:
Apr 21, 2014 to Feb 13, 2026
Apr 21, 2014 to Feb 13, 2026
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