Le Groupe Idi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.76% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6113 | 4.57 | |
| 0.2370 | 6.48 | |
| 0.6698 | 15.78 | |
| 0.4073 | 5.97 | |
| -0.6899 | -5.63 | |
| 0.4639 | 4.48 | |
| -0.2855 | -3.37 | |
| 0.1984 | 2.31 | |
| -0.1188 | -1.29 | |
| -0.0249 | -0.32 | |
| 0.0852 | 1.89 |
Estimation Period:
Feb 21, 1992 to Feb 6, 2026
Feb 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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