Chrysalis Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.84% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2459 | 1.08 | |
| 0.1718 | 7.17 | |
| 0.8279 | 34.42 | |
| -1.0102 | -1.94 | |
| 1.1807 | 1.66 | |
| -0.5664 | -1.27 | |
| 0.6176 | 1.77 |
Estimation Period:
Nov 6, 2018 to Feb 6, 2026
Nov 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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