IBI MANAGING&UNDERWRITING Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.62% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0576 | 4.47 | |
| 0.0620 | 3.71 | |
| 0.8913 | 25.40 | |
| 0.0339 | 0.27 | |
| -0.1541 | -0.86 | |
| 0.3396 | 3.35 | |
| -0.3826 | -3.18 | |
| 0.2017 | 1.29 | |
| -0.0304 | -0.19 | |
| -0.0117 | -0.11 |
Estimation Period:
Mar 8, 2010 to Feb 6, 2026
Mar 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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