Central Depository Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.28% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2183 | 3.85 | |
| 0.0830 | 3.30 | |
| 0.7066 | 8.35 | |
| 0.1581 | 0.19 | |
| 0.8700 | 0.73 | |
| -1.8421 | -2.11 | |
| 0.8555 | 1.03 | |
| -0.4854 | -0.70 | |
| 1.8852 | 2.89 | |
| -2.8598 | -4.35 | |
| 1.9124 | 4.03 |
Estimation Period:
Jun 30, 2017 to Feb 6, 2026
Jun 30, 2017 to Feb 6, 2026
News Impact Curve
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