Capital Alliance Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.60% (-13.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9382 | 2.36 | |
| 0.2666 | 2.74 | |
| 0.1372 | 1.07 | |
| -2.8732 | -0.26 | |
| 4.3974 | 0.29 | |
| -2.7569 | -0.31 | |
| 0.2588 | 0.03 | |
| 4.6801 | 0.47 | |
| -13.7915 | -1.13 | |
| 19.6217 | 2.19 | |
| -13.9074 | -2.62 | |
| 13.2228 | 2.14 | |
| -14.8549 | -2.75 |
Estimation Period:
Dec 15, 2021 to Feb 6, 2026
Dec 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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