Altamir Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.49% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2802 | 2.10 | |
| 0.0939 | 7.27 | |
| 0.8715 | 37.05 | |
| 0.0100 | 0.04 | |
| -0.1806 | -0.56 | |
| 0.4377 | 3.15 | |
| -0.4689 | -3.43 | |
| 0.2355 | 1.77 | |
| 0.0235 | 0.19 | |
| -0.0364 | -0.27 | |
| -0.1201 | -0.77 | |
| 0.1634 | 0.95 | |
| -0.0672 | -0.57 |
Estimation Period:
Jan 9, 1997 to Feb 6, 2026
Jan 9, 1997 to Feb 6, 2026
News Impact Curve
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