FactSet Research Systems Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.89% (-12.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9149 | 5.48 | |
| 0.1705 | 7.52 | |
| 0.6718 | 20.43 | |
| -0.0272 | -0.62 | |
| -0.0528 | -0.85 | |
| 0.1728 | 3.98 | |
| -0.1644 | -3.44 | |
| 0.1020 | 1.97 | |
| -0.0007 | -0.01 | |
| -0.0532 | -1.26 | |
| 0.0249 | 0.85 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
News Impact Curve
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