E-Channelling Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.44% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6868 | 2.25 | |
| 0.1711 | 5.31 | |
| 0.6011 | 9.74 | |
| -0.4641 | -0.54 | |
| 0.5266 | 0.52 | |
| 0.2305 | 0.56 | |
| -0.7848 | -1.83 | |
| 1.1075 | 2.45 | |
| -1.0946 | -2.82 | |
| 1.0304 | 2.92 | |
| -1.5958 | -4.49 | |
| 1.8288 | 4.46 | |
| -0.9402 | -2.80 |
Estimation Period:
Feb 10, 2012 to Feb 6, 2026
Feb 10, 2012 to Feb 6, 2026
News Impact Curve
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