Estithmar Holding Q P S C Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.76% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6761 | 3.57 | |
| 0.2264 | 3.88 | |
| 0.5375 | 6.66 | |
| 2.9413 | 2.35 | |
| -3.8603 | -1.88 | |
| 1.6941 | 1.32 | |
| -1.8022 | -2.23 | |
| 2.1571 | 3.23 | |
| -2.4656 | -4.13 | |
| 1.8005 | 3.21 | |
| 0.3294 | 0.61 | |
| -1.3150 | -3.43 |
Estimation Period:
Aug 16, 2017 to Feb 9, 2026
Aug 16, 2017 to Feb 9, 2026
News Impact Curve
Volatility Forecasts
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