Auto Hall Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.93% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4085 | 3.19 | |
| 0.0962 | 5.00 | |
| 0.8003 | 14.31 | |
| 0.0402 | 1.23 | |
| -0.0565 | -1.27 | |
| 0.0241 | 1.06 | |
| -0.0139 | -0.90 | |
| 0.0099 | 1.06 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
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