Azorim Invt Dev & Constr Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.29% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0036 | 7.66 | |
| 0.0767 | 5.46 | |
| 0.8532 | 34.29 | |
| -0.0028 | -0.16 | |
| 0.0240 | 0.89 | |
| -0.0751 | -3.30 | |
| 0.1034 | 4.99 | |
| -0.0600 | -3.55 | |
| 0.0067 | 0.58 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Azorim Invt Dev & Constr Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities