Cie Du Bois Sauvage Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.29% (+4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1476 | 3.75 | |
| 0.1208 | 10.58 | |
| 0.8504 | 60.39 | |
| 0.1613 | 1.91 | |
| -0.2124 | -1.58 | |
| 0.0964 | 1.18 | |
| -0.0423 | -0.75 | |
| -0.0909 | -1.50 | |
| 0.1772 | 3.18 | |
| -0.1086 | -2.20 | |
| 0.0087 | 0.26 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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