Burcelik Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:71.43% (+9.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4970 | 4.23 | |
| 0.2136 | 11.28 | |
| 0.6212 | 19.78 | |
| 0.1062 | 2.17 | |
| -0.2120 | -3.10 | |
| 0.1961 | 4.37 | |
| -0.1415 | -3.22 | |
| 0.0683 | 1.46 | |
| 0.0016 | 0.03 | |
| -0.0275 | -0.57 | |
| 0.0034 | 0.11 |
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Dec 30, 1994 to Feb 13, 2026
News Impact Curve
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