Bank Center Credit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.96% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5788 | 5.57 | |
| 0.2004 | 4.93 | |
| 0.6848 | 13.05 | |
| 0.7758 | 1.82 | |
| -1.1511 | -1.68 | |
| 0.8512 | 1.88 | |
| -0.9901 | -2.61 | |
| 0.7296 | 2.12 | |
| -0.4055 | -1.40 | |
| 0.6464 | 1.83 | |
| -0.8911 | -2.23 | |
| 0.8227 | 2.24 | |
| -0.5879 | -1.94 |
Estimation Period:
Jun 17, 2009 to Feb 13, 2026
Jun 17, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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