Acteos Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.10% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9385 | 6.16 | |
| 0.1662 | 6.11 | |
| 0.6180 | 11.52 | |
| 0.0330 | 0.53 | |
| -0.0069 | -0.07 | |
| -0.0656 | -1.15 | |
| 0.0520 | 1.17 | |
| 0.0977 | 2.04 | |
| -0.2163 | -3.33 | |
| 0.0826 | 1.10 | |
| 0.0660 | 1.18 |
Estimation Period:
Jul 5, 2000 to Feb 6, 2026
Jul 5, 2000 to Feb 6, 2026
News Impact Curve
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