Cesme Altinyunos Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.67% (-6.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8032 | 5.67 | |
| 0.2162 | 11.03 | |
| 0.6156 | 18.78 | |
| 0.0570 | 0.94 | |
| -0.0822 | -0.98 | |
| 0.0519 | 1.12 | |
| -0.0269 | -0.64 | |
| 0.0010 | 0.02 | |
| -0.0084 | -0.12 | |
| 0.0972 | 1.64 | |
| -0.2068 | -4.85 | |
| 0.1607 | 4.52 |
Estimation Period:
Jan 4, 1993 to Feb 13, 2026
Jan 4, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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