Inclusio SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.75% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0364 | 4.63 | |
| 0.1098 | 2.54 | |
| 0.6126 | 3.83 | |
| -0.0950 | -0.05 | |
| 3.7680 | 1.19 | |
| -9.4432 | -3.83 | |
| 10.4480 | 5.28 | |
| -6.7566 | -4.10 | |
| 2.5472 | 1.71 | |
| -1.1097 | -0.58 | |
| 1.1547 | 0.67 |
Estimation Period:
Dec 10, 2020 to Feb 13, 2026
Dec 10, 2020 to Feb 13, 2026
News Impact Curve
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