Goyal Associates Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.86% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6217 | 1.19 | |
| 0.1777 | 5.24 | |
| 0.8210 | 32.14 | |
| 3.8991 | 0.15 | |
| 6.8847 | 0.19 | |
| -22.7547 | -1.65 | |
| 18.6201 | 3.56 | |
| -11.5061 | -5.60 | |
| 7.9250 | 2.87 | |
| -4.6219 | -1.86 | |
| 2.1407 | 1.23 | |
| -0.8463 | -0.55 | |
| 0.2942 | 0.31 |
Estimation Period:
May 22, 2013 to Feb 6, 2026
May 22, 2013 to Feb 6, 2026
News Impact Curve
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