Elmera Group Asa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.74% (-13.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5695 | 6.27 | |
| 0.1409 | 2.99 | |
| 0.4351 | 2.82 | |
| 0.9852 | 2.68 | |
| -1.8601 | -3.44 | |
| 1.6715 | 4.14 | |
| -1.7940 | -3.78 | |
| 1.5906 | 3.73 | |
| -0.6919 | -2.66 |
Estimation Period:
Mar 21, 2018 to Feb 13, 2026
Mar 21, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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