Chayo Group Public Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.65% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3000 | 4.92 | |
| 0.0776 | 3.43 | |
| 0.8121 | 14.50 | |
| 0.6938 | 1.99 | |
| -1.2412 | -2.44 | |
| 0.8879 | 3.13 | |
| -0.3047 | -1.32 | |
| -0.1394 | -0.78 |
Estimation Period:
Mar 22, 2018 to Feb 13, 2026
Mar 22, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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