Cafom Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.45% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6193 | 3.76 | |
| 0.2791 | 4.11 | |
| 0.0006 | 0.01 | |
| 13.8203 | 3.93 | |
| -19.7163 | -3.61 | |
| 6.7949 | 1.59 | |
| -1.7297 | -0.41 | |
| 3.7852 | 0.90 | |
| -7.2712 | -1.77 | |
| 8.4293 | 2.16 | |
| -2.8848 | -0.75 | |
| -3.5762 | -1.22 |
Estimation Period:
Jun 15, 2021 to Feb 6, 2026
Jun 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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