Irpc PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.34% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7192 | 5.39 | |
| 0.0778 | 8.20 | |
| 0.9058 | 78.90 | |
| -0.0336 | -5.54 | |
| 0.0465 | 5.22 | |
| -0.0136 | -2.77 |
Estimation Period:
Apr 21, 1995 to Feb 6, 2026
Apr 21, 1995 to Feb 6, 2026
News Impact Curve
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