Livermore Investments Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.93% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6994 | 4.55 | |
| 0.1804 | 5.96 | |
| 0.6771 | 13.37 | |
| 2.4183 | 2.86 | |
| -4.8069 | -3.62 | |
| 4.3559 | 5.06 | |
| -3.3662 | -4.76 | |
| 2.0537 | 2.38 | |
| -1.2367 | -1.23 | |
| 1.1550 | 1.13 | |
| -0.8550 | -1.02 | |
| 0.3918 | 0.80 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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