Ab Ignitis Grupe Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.24% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5538 | 2.93 | |
| 0.2855 | 4.76 | |
| 0.3581 | 3.09 | |
| 6.7912 | 3.12 | |
| -10.3829 | -3.25 | |
| 4.5970 | 2.55 | |
| -0.8419 | -0.55 | |
| 0.9066 | 0.56 | |
| -2.6702 | -1.66 | |
| 2.2802 | 2.02 |
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Oct 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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