Caplin Point Laboratories Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.30% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1076 | 8.60 | |
| 0.1866 | 5.85 | |
| 0.5777 | 8.79 | |
| 0.1921 | 1.29 | |
| -0.2951 | -1.05 | |
| 0.0218 | 0.07 | |
| 0.2761 | 1.07 | |
| -0.4344 | -2.55 | |
| 0.4607 | 3.61 | |
| -0.3032 | -3.62 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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