Emka AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.14% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8264 | 3.47 | |
| 0.0664 | 4.30 | |
| 0.8414 | 21.50 | |
| -0.5148 | -2.73 | |
| 0.5689 | 2.19 | |
| -0.0224 | -0.11 | |
| -0.1030 | -0.48 | |
| 0.2314 | 1.13 | |
| -0.2160 | -0.74 | |
| 0.1793 | 0.50 | |
| -0.4835 | -1.35 | |
| 0.7853 | 1.46 | |
| -0.6162 | -1.09 |
Estimation Period:
Nov 1, 2006 to Feb 6, 2026
Nov 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Emka AD Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities