Ditas Dogan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.84% (+35.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8704 | 5.88 | |
| 0.2058 | 9.50 | |
| 0.5645 | 13.33 | |
| 0.0497 | 0.85 | |
| -0.1160 | -1.37 | |
| 0.1243 | 2.21 | |
| -0.0446 | -0.80 | |
| -0.0804 | -1.20 | |
| 0.1729 | 2.43 | |
| -0.1678 | -2.65 | |
| 0.0866 | 1.46 | |
| -0.0361 | -0.59 | |
| 0.0077 | 0.17 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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