International Travel House Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.90% (+4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7030 | 5.21 | |
| 0.1682 | 6.13 | |
| 0.5228 | 7.99 | |
| -0.6357 | -4.88 | |
| 0.7192 | 3.74 | |
| 0.1544 | 1.19 | |
| -0.4829 | -3.98 | |
| 0.3938 | 2.93 | |
| -0.1006 | -0.81 | |
| -0.1734 | -1.70 | |
| 0.0997 | 1.02 | |
| 0.0853 | 1.13 |
Estimation Period:
May 29, 2007 to Feb 6, 2026
May 29, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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