ForteBank JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.75% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1547 | 1.86 | |
| 0.3522 | 4.77 | |
| 0.6004 | 10.07 | |
| -0.3413 | -0.06 | |
| -12.5562 | -1.41 | |
| 33.4807 | 4.50 | |
| -30.8543 | -3.56 | |
| 11.0577 | 1.36 | |
| -4.4296 | -0.95 | |
| 11.1340 | 2.47 | |
| -12.4753 | -2.42 | |
| 9.0310 | 1.97 | |
| -6.5396 | -2.73 |
Estimation Period:
May 16, 2016 to Feb 13, 2026
May 16, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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