IT City PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.33% (+14.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1323 | 3.30 | |
| 0.1620 | 4.52 | |
| 0.6496 | 10.67 | |
| 0.2354 | 1.78 | |
| -0.3334 | -1.87 | |
| 0.2479 | 1.83 | |
| -0.2293 | -1.58 | |
| 0.1283 | 0.90 | |
| -0.1040 | -0.79 | |
| 0.2117 | 1.70 | |
| -0.4412 | -3.58 | |
| 0.4307 | 4.82 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other IT City PCL Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities