Forrester Research Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.25% (-3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9161 | 4.46 | |
| 0.0907 | 7.62 | |
| 0.8524 | 45.39 | |
| -0.1311 | -3.69 | |
| 0.1931 | 3.91 | |
| -0.0902 | -3.50 | |
| 0.0551 | 2.26 | |
| -0.0189 | -0.72 | |
| -0.0248 | -1.18 |
Estimation Period:
Nov 28, 1996 to Feb 6, 2026
Nov 28, 1996 to Feb 6, 2026
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