Datamatics Global Services Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.53% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9732 | 4.97 | |
| 0.1074 | 5.74 | |
| 0.7374 | 16.30 | |
| 0.1610 | 1.52 | |
| -0.4015 | -2.68 | |
| 0.5257 | 6.25 | |
| -0.4737 | -6.23 | |
| 0.2398 | 3.08 | |
| -0.0307 | -0.39 | |
| -0.0663 | -0.88 | |
| 0.0705 | 1.20 |
Estimation Period:
Sep 1, 2004 to Feb 6, 2026
Sep 1, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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