D. P. Abhushan Lim Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.38% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5069 | 3.49 | |
| 0.1081 | 2.98 | |
| 0.5574 | 4.08 | |
| 0.5018 | 0.97 | |
| -0.4080 | -0.56 | |
| -0.5642 | -1.41 | |
| 1.0165 | 3.49 | |
| -1.0054 | -3.90 | |
| 0.6853 | 3.50 |
Estimation Period:
Oct 25, 2017 to Feb 6, 2026
Oct 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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