Federal Insurance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.43% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0490 | 4.26 | |
| 0.1316 | 8.20 | |
| 0.8244 | 41.70 | |
| -0.5571 | -3.59 | |
| 0.8061 | 3.21 | |
| -0.3368 | -1.72 | |
| 0.1609 | 0.94 | |
| -0.1674 | -1.19 | |
| 0.1908 | 1.47 | |
| -0.1274 | -1.26 |
Estimation Period:
Sep 8, 2009 to Feb 5, 2026
Sep 8, 2009 to Feb 5, 2026
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