Instabank Asa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.54% (-4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2595 | 5.99 | |
| 0.1186 | 3.51 | |
| 0.4781 | 2.30 | |
| 1.1164 | 1.90 | |
| -1.0616 | -1.14 | |
| 0.1833 | 0.21 | |
| -1.7348 | -1.88 | |
| 2.9067 | 3.30 | |
| -2.3465 | -2.00 | |
| 1.2923 | 1.07 | |
| -0.3719 | -0.48 | |
| 0.1893 | 0.48 |
Estimation Period:
Oct 3, 2016 to Feb 6, 2026
Oct 3, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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