Lectra Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.23% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4915 | 6.55 | |
| 0.1333 | 6.85 | |
| 0.7578 | 23.87 | |
| -0.0316 | -1.27 | |
| 0.0854 | 2.07 | |
| -0.1084 | -2.99 | |
| 0.1011 | 2.78 | |
| -0.0933 | -2.67 | |
| 0.1123 | 3.17 | |
| -0.1172 | -3.25 | |
| 0.0670 | 2.45 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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