FTI Consulting Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.81% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3209 | 7.06 | |
| 0.1574 | 3.53 | |
| 0.3367 | 2.03 | |
| 0.2868 | 0.72 | |
| -1.2749 | -1.93 | |
| 2.1967 | 3.95 | |
| -2.3051 | -4.52 | |
| 2.2171 | 4.90 | |
| -1.6987 | -2.66 | |
| 0.5079 | 0.70 | |
| 0.2191 | 0.42 |
Estimation Period:
May 9, 1996 to Feb 6, 2026
May 9, 1996 to Feb 6, 2026
News Impact Curve
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