ITF Group AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.21% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9687 | 1.63 | |
| 0.0512 | 0.83 | |
| 0.5577 | 1.01 | |
| 187.6999 | 4.53 | |
| -218.5797 | -3.00 | |
| 10.7954 | 0.21 | |
| 32.0470 | 0.70 | |
| -13.8763 | -0.24 | |
| 16.4350 | 0.30 | |
| -20.6301 | -0.37 | |
| -25.1185 | -0.43 | |
| 94.4829 | 2.09 | |
| -98.2664 | -2.93 |
Estimation Period:
Nov 21, 2023 to Jan 30, 2026
Nov 21, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other ITF Group AD Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities