The Farm 51 Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.39% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5344 | 4.28 | |
| 0.1468 | 5.62 | |
| 0.7241 | 18.48 | |
| 0.1373 | 0.31 | |
| -0.8445 | -1.30 | |
| 1.2099 | 2.68 | |
| -0.4445 | -0.86 | |
| -0.4698 | -0.70 | |
| 0.4962 | 0.69 | |
| 0.3342 | 0.62 | |
| -1.1134 | -2.55 | |
| 1.4738 | 2.45 | |
| -1.1548 | -1.99 |
Estimation Period:
Sep 5, 2012 to Feb 6, 2026
Sep 5, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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