DELFINGEN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.99% (+4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7360 | 4.23 | |
| 0.1317 | 2.83 | |
| 0.5273 | 4.05 | |
| -1.6898 | -1.52 | |
| 3.7621 | 2.26 | |
| -3.4241 | -3.12 | |
| 1.5419 | 2.13 |
Estimation Period:
May 12, 2022 to Feb 6, 2026
May 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other DELFINGEN Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities