Apg Sga Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.22% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2099 | 7.72 | |
| 0.1729 | 8.26 | |
| 0.6092 | 13.84 | |
| 0.1085 | 2.06 | |
| -0.1435 | -1.65 | |
| 0.0019 | 0.02 | |
| 0.1458 | 2.72 | |
| -0.2987 | -6.89 | |
| 0.3102 | 5.40 | |
| -0.1566 | -1.73 | |
| 0.1154 | 1.11 | |
| -0.2194 | -2.78 | |
| 0.2035 | 4.40 |
Estimation Period:
Jul 6, 1993 to Feb 13, 2026
Jul 6, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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