Caspian Corporate Services Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.15% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4258 | 2.02 | |
| 0.2314 | 5.85 | |
| 0.5930 | 7.60 | |
| -1.3978 | -1.35 | |
| 2.0124 | 1.26 | |
| -0.9235 | -0.68 | |
| 0.9898 | 0.70 | |
| -1.6384 | -1.14 | |
| 2.5763 | 1.75 | |
| -3.1053 | -2.76 | |
| 1.8731 | 2.97 | |
| -0.4311 | -0.84 | |
| 0.0590 | 0.14 |
Estimation Period:
Jan 10, 2014 to Feb 6, 2026
Jan 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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