FAD International Company Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:37.09% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2758 | 2.53 | |
| 0.1579 | 1.87 | |
| 0.7007 | 5.37 | |
| 67.9662 | 1.45 | |
| -108.8423 | -1.38 | |
| 77.5241 | 1.44 | |
| -71.3756 | -1.55 | |
| 60.2783 | 1.19 | |
| -29.4536 | -0.71 | |
| -8.1755 | -0.34 | |
| 18.0780 | 1.08 | |
| -5.2426 | -0.45 |
Estimation Period:
Nov 28, 2023 to Feb 5, 2026
Nov 28, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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