Ekter Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.19% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0696 | 5.22 | |
| 0.1255 | 6.28 | |
| 0.7097 | 15.95 | |
| -0.0005 | -0.00 | |
| -0.0041 | -0.03 | |
| 0.0874 | 0.99 | |
| -0.1982 | -2.35 | |
| 0.2810 | 2.40 | |
| -0.4162 | -2.85 | |
| 0.4338 | 3.40 | |
| -0.2778 | -2.31 | |
| 0.1580 | 1.36 | |
| -0.0788 | -1.08 |
Estimation Period:
Apr 20, 2001 to Feb 6, 2026
Apr 20, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities