European Smaller Companies/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.15% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7844 | 7.56 | |
| 0.1017 | 5.97 | |
| 0.8331 | 34.65 | |
| -0.1572 | -2.56 | |
| 0.1972 | 2.05 | |
| -0.0384 | -0.59 | |
| 0.0531 | 1.02 | |
| -0.1483 | -3.11 | |
| 0.1379 | 3.94 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other European Smaller Companies/The Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds