Invest Capital Invt Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.37% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6521 | 4.31 | |
| 0.2095 | 4.92 | |
| 0.5871 | 8.60 | |
| 0.1967 | 1.28 | |
| -0.1609 | -0.71 | |
| -0.0662 | -0.41 | |
| -0.0690 | -0.48 | |
| 0.2508 | 2.21 | |
| -0.2154 | -2.33 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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