Integrated Capital Services Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.35% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2582 | 2.40 | |
| 0.1669 | 6.51 | |
| 0.7584 | 19.09 | |
| 1.8053 | 2.05 | |
| -1.8552 | -1.54 | |
| -1.4713 | -1.71 | |
| 3.4025 | 3.12 | |
| -2.4577 | -1.91 | |
| 0.3032 | 0.27 | |
| 0.3714 | 0.43 | |
| -0.1315 | -0.18 | |
| 0.0477 | 0.10 |
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Jul 14, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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