Bourse Direct Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.63% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2888 | 4.08 | |
| 0.1235 | 7.25 | |
| 0.8272 | 36.40 | |
| 0.0484 | 1.18 | |
| -0.0304 | -0.48 | |
| -0.0614 | -1.09 | |
| 0.0985 | 1.86 | |
| -0.1003 | -2.71 | |
| 0.0674 | 3.18 |
Estimation Period:
Nov 11, 1999 to Feb 13, 2026
Nov 11, 1999 to Feb 13, 2026
News Impact Curve
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