Jensen-Group Nv Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.60% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7656 | 8.66 | |
| 0.1985 | 8.52 | |
| 0.5210 | 9.68 | |
| 0.0662 | 1.39 | |
| -0.2489 | -3.05 | |
| 0.3604 | 5.35 | |
| -0.3069 | -5.77 | |
| 0.1674 | 2.52 | |
| -0.0010 | -0.01 | |
| -0.0398 | -0.59 | |
| -0.0463 | -0.69 | |
| 0.0806 | 1.80 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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