B3 Consulting Group Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.21% (-5.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9845 | 4.16 | |
| 0.0838 | 2.10 | |
| 0.0114 | 0.07 | |
| 6.8713 | 1.79 | |
| -11.9535 | -2.15 | |
| 7.4846 | 1.82 | |
| -3.2427 | -0.61 | |
| 1.4847 | 0.32 | |
| -4.0621 | -1.50 | |
| 8.7989 | 3.65 | |
| -9.1137 | -3.10 | |
| 4.9933 | 2.11 |
Estimation Period:
Jun 14, 2021 to Feb 13, 2026
Jun 14, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other B3 Consulting Group Ab Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities