HT5 AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.26% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7601 | 3.46 | |
| 0.1266 | 6.83 | |
| 0.7747 | 20.00 | |
| 0.2485 | 0.73 | |
| -0.5986 | -1.25 | |
| 0.5335 | 2.02 | |
| 0.0455 | 0.20 | |
| -0.5350 | -3.00 | |
| 0.7069 | 2.92 | |
| -0.9671 | -3.29 | |
| 1.0782 | 3.97 | |
| -0.6438 | -3.39 | |
| 0.0375 | 0.31 |
Estimation Period:
Aug 29, 2006 to Feb 6, 2026
Aug 29, 2006 to Feb 6, 2026
News Impact Curve
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