CIE Financiere Tradition Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.69% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0275 | 3.56 | |
| 0.1096 | 7.72 | |
| 0.8303 | 36.47 | |
| 0.3183 | 3.30 | |
| -0.4396 | -2.45 | |
| 0.0544 | 0.34 | |
| 0.2123 | 1.86 | |
| -0.2221 | -2.57 | |
| 0.0979 | 1.14 | |
| -0.0558 | -0.74 | |
| 0.0645 | 0.98 | |
| -0.0198 | -0.30 | |
| -0.0200 | -0.40 |
Estimation Period:
Jan 2, 1992 to Feb 6, 2026
Jan 2, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CIE Financiere Tradition Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities