B3 Consulting Group Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.16% (-8.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0919 | 6.66 | |
| 0.2755 | 3.64 | |
| 0.3648 | 3.39 | |
| 0.3294 | 3.71 | |
| -0.4323 | -2.91 | |
| 0.0430 | 0.34 | |
| 0.1028 | 1.14 |
Estimation Period:
Jun 10, 2016 to Feb 13, 2026
Jun 10, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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