Cembre SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.08% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6720 | 4.20 | |
| 0.1452 | 2.24 | |
| 0.5027 | 2.28 | |
| -9.5562 | -2.24 | |
| 15.2143 | 2.36 | |
| -8.4464 | -2.24 | |
| 3.4225 | 1.54 |
Estimation Period:
Dec 8, 2023 to Feb 6, 2026
Dec 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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