Csu Digital Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.08% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1094 | 4.23 | |
| 0.1220 | 6.77 | |
| 0.7691 | 25.97 | |
| -0.0781 | -1.03 | |
| 0.1855 | 1.75 | |
| -0.1922 | -3.16 | |
| 0.1408 | 2.29 | |
| -0.1249 | -2.38 | |
| 0.1115 | 3.49 |
Estimation Period:
May 9, 2006 to Feb 13, 2026
May 9, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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