CTS Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.53% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6246 | 7.63 | |
| 0.0898 | 7.66 | |
| 0.8123 | 35.95 | |
| -0.0466 | -0.94 | |
| 0.1793 | 2.30 | |
| -0.2133 | -3.84 | |
| 0.0057 | 0.12 | |
| 0.2031 | 5.08 | |
| -0.2523 | -7.12 | |
| 0.1826 | 5.42 | |
| -0.0279 | -0.70 | |
| -0.0728 | -1.32 | |
| 0.0563 | 1.22 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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