Exponent Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.62% (+26.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2510 | 6.90 | |
| 0.0746 | 6.11 | |
| 0.8130 | 28.66 | |
| -0.0667 | -2.50 | |
| 0.0697 | 1.64 | |
| -0.0273 | -0.66 | |
| 0.0850 | 1.82 | |
| -0.1108 | -2.30 | |
| 0.0705 | 1.46 | |
| -0.0101 | -0.20 | |
| -0.0024 | -0.05 | |
| -0.0202 | -0.68 |
Estimation Period:
Aug 17, 1990 to Feb 6, 2026
Aug 17, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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