Asit C Mehta Financial Svcs Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.05% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6560 | 5.19 | |
| 0.1719 | 10.08 | |
| 0.7144 | 22.17 | |
| 0.3633 | 3.39 | |
| -0.4540 | -3.02 | |
| 0.0511 | 0.50 | |
| 0.1520 | 1.44 | |
| -0.1619 | -1.53 | |
| 0.0335 | 0.41 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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