Hardcastle & Waud Manufact Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.75% (-5.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9197 | 6.01 | |
| 0.1450 | 5.95 | |
| 0.5142 | 6.37 | |
| -0.2333 | -1.24 | |
| 0.6140 | 2.39 | |
| -0.8870 | -6.02 | |
| 1.0430 | 6.80 | |
| -1.0646 | -5.97 | |
| 1.0017 | 5.28 | |
| -0.7524 | -4.53 | |
| 0.3026 | 2.18 | |
| 0.0154 | 0.14 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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