Federal-Mogul Izmit Piston Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.82% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0437 | 5.91 | |
| 0.2371 | 9.73 | |
| 0.6708 | 20.89 | |
| 0.0843 | 1.46 | |
| -0.1357 | -1.50 | |
| 0.0674 | 0.88 | |
| 0.0287 | 0.35 | |
| -0.1375 | -1.55 | |
| 0.2007 | 1.87 | |
| -0.1900 | -1.43 | |
| 0.1924 | 1.53 | |
| -0.2236 | -2.59 | |
| 0.1558 | 3.02 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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