Digjam Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.71% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7341 | 7.50 | |
| 0.1406 | 6.99 | |
| 0.6723 | 14.11 | |
| 0.0336 | 0.94 | |
| -0.1617 | -2.99 | |
| 0.1761 | 4.20 | |
| -0.0420 | -0.96 | |
| 0.0227 | 0.46 | |
| -0.0618 | -0.98 | |
| 0.0651 | 0.66 | |
| -0.1059 | -0.76 | |
| 0.1281 | 1.17 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
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