Duke Capital Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.57% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9009 | 2.19 | |
| 0.1421 | 5.56 | |
| 0.7230 | 13.29 | |
| -2.5985 | -2.71 | |
| 3.3750 | 2.58 | |
| 0.2243 | 0.32 | |
| -2.2530 | -3.46 | |
| 1.7756 | 3.04 | |
| -0.6539 | -1.37 | |
| 0.1734 | 0.42 | |
| 0.0084 | 0.03 |
Estimation Period:
Jul 10, 2012 to Feb 6, 2026
Jul 10, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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