Lpp Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.32% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3238 | 6.98 | |
| 0.1598 | 5.87 | |
| 0.4788 | 6.32 | |
| 0.2501 | 4.15 | |
| -0.3986 | -4.45 | |
| 0.2204 | 3.90 | |
| -0.0537 | -1.04 | |
| -0.1025 | -1.94 | |
| 0.2292 | 4.85 | |
| -0.2886 | -6.45 | |
| 0.1969 | 5.02 |
Estimation Period:
Nov 6, 2002 to Feb 6, 2026
Nov 6, 2002 to Feb 6, 2026
News Impact Curve
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