H2O America Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.44% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8936 | 5.27 | |
| 0.1102 | 9.21 | |
| 0.8283 | 38.42 | |
| 0.0981 | 2.02 | |
| -0.1457 | -2.01 | |
| 0.0864 | 1.86 | |
| -0.0103 | -0.27 | |
| -0.1503 | -4.30 | |
| 0.2408 | 5.44 | |
| -0.1980 | -3.49 | |
| 0.1229 | 2.33 | |
| -0.0557 | -1.77 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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