CIE Financiere Tradition Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.11% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8633 | 5.27 | |
| 0.0979 | 3.63 | |
| 0.6420 | 6.78 | |
| 0.9153 | 2.11 | |
| -1.6289 | -2.55 | |
| 0.7740 | 1.90 | |
| 0.4398 | 1.19 | |
| -1.4040 | -3.82 | |
| 1.9583 | 3.89 | |
| -1.8256 | -2.32 | |
| 0.9987 | 1.11 | |
| 0.0554 | 0.09 | |
| -0.5176 | -1.05 |
Estimation Period:
Aug 18, 2006 to Feb 13, 2026
Aug 18, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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