EL Wadi FOR International And Invstmn Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:34.92% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0559 | 4.42 | |
| 0.2448 | 8.15 | |
| 0.5552 | 11.24 | |
| -0.0195 | -0.09 | |
| -0.1690 | -0.54 | |
| 0.7917 | 3.87 | |
| -1.2394 | -6.45 | |
| 0.9555 | 5.38 | |
| -0.3956 | -3.10 |
Estimation Period:
Aug 25, 2014 to Feb 5, 2026
Aug 25, 2014 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other EL Wadi FOR International And Invstmn Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities