Blackedge Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
45.21%
increased by 5.82%
1 Week
43.70%
increased by 4.31%
1 Month
43.32%
increased by 3.93%
Analysis last updated: Friday, June 12, 2026 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0607 | 4.15 | |
| 0.1735 | 2.70 | |
| 0.0000 | 0.00 | |
| -2.0106 | -0.87 | |
| 4.9418 | 1.49 | |
| -6.5373 | -3.14 | |
| 6.5966 | 3.12 | |
| -6.9135 | -2.94 | |
| 9.9810 | 3.03 | |
| -10.8826 | -2.78 | |
| 7.5810 | 2.20 | |
| -2.7305 | -1.08 | |
| -1.1206 | -0.73 |
Estimation Period:
Feb 9, 2021 to Jun 11, 2026
Feb 9, 2021 to Jun 11, 2026
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