HAL Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.36% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8292 | 4.40 | |
| 0.1401 | 4.31 | |
| 0.6807 | 8.77 | |
| -6.4594 | -4.04 | |
| 9.1156 | 3.81 | |
| -2.1854 | -1.41 | |
| -2.3287 | -1.69 | |
| 4.0634 | 2.35 | |
| -4.0080 | -1.68 | |
| 2.9931 | 1.27 | |
| -1.6117 | -1.20 |
Estimation Period:
Jan 14, 2020 to Feb 6, 2026
Jan 14, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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