Cartavio SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.13% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3758 | 2.64 | |
| 0.0760 | 3.70 | |
| 0.8426 | 17.90 | |
| 0.6927 | 0.97 | |
| -1.2454 | -1.21 | |
| 1.2769 | 2.25 | |
| -1.6550 | -3.46 | |
| 1.7902 | 3.18 | |
| -1.1129 | -1.89 | |
| 0.1121 | 0.20 | |
| -0.0273 | -0.05 | |
| 0.3941 | 0.59 | |
| -0.2268 | -0.45 |
Estimation Period:
Jul 16, 2001 to Feb 6, 2026
Jul 16, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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