Hexagon Composites Asa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:57.93% (+6.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3708 | 6.30 | |
| 0.1548 | 6.66 | |
| 0.4819 | 6.30 | |
| -0.0468 | -1.13 | |
| 0.0248 | 0.39 | |
| 0.0858 | 2.09 | |
| -0.0615 | -1.63 | |
| -0.0787 | -1.92 | |
| 0.1745 | 5.73 | |
| -0.1466 | -4.73 | |
| 0.0529 | 1.87 |
Estimation Period:
Feb 18, 1997 to Feb 6, 2026
Feb 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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