Forum Markets Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
114.60%
decreased by 7.51%
1 Week
139.22%
increased by 17.11%
1 Month
164.45%
increased by 42.34%
Analysis last updated: Friday, June 12, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0708 | 2.54 | |
| 0.3617 | 3.71 | |
| 0.4193 | 5.02 | |
| 3.3193 | 1.35 | |
| -0.4819 | -0.12 | |
| -7.5897 | -2.58 | |
| 6.0275 | 2.57 | |
| -2.1339 | -1.15 | |
| 2.4109 | 1.44 | |
| -2.6065 | -1.30 | |
| 0.7288 | 0.35 | |
| 0.6429 | 0.50 |
Estimation Period:
Jun 27, 2017 to Jun 12, 2026
Jun 27, 2017 to Jun 12, 2026
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