Centiel AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
167.14%
decreased by 19.28%
1 Week
156.43%
decreased by 29.99%
1 Month
130.44%
decreased by 55.98%
Analysis last updated: Friday, June 12, 2026 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7463 | 3.49 | |
| 0.1314 | 6.91 | |
| 0.7661 | 19.42 | |
| 0.2366 | 0.72 | |
| -0.5954 | -1.28 | |
| 0.5925 | 2.20 | |
| -0.0840 | -0.34 | |
| -0.3764 | -2.16 | |
| 0.5507 | 2.71 | |
| -0.8480 | -3.11 | |
| 1.0802 | 3.80 | |
| -0.7963 | -3.84 | |
| 0.2039 | 1.71 |
Estimation Period:
Aug 29, 2006 to Jun 5, 2026
Aug 29, 2006 to Jun 5, 2026
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