Cravatex Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.84% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3411 | 8.43 | |
| 0.1069 | 4.67 | |
| 0.6723 | 8.03 | |
| 0.1504 | 3.08 | |
| -0.2409 | -3.33 | |
| 0.1522 | 3.20 | |
| -0.1105 | -2.38 | |
| 0.0749 | 2.08 |
Estimation Period:
Nov 24, 2010 to Feb 6, 2026
Nov 24, 2010 to Feb 6, 2026
News Impact Curve
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