Lubelski Wegiel Bogdanka Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.58% (-4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7364 | 4.15 | |
| 0.1601 | 6.57 | |
| 0.7088 | 15.71 | |
| -0.0665 | -0.18 | |
| 0.0012 | 0.00 | |
| 0.4163 | 1.55 | |
| -0.8349 | -3.10 | |
| 0.7960 | 2.93 | |
| -0.3591 | -1.55 | |
| 0.0506 | 0.25 | |
| -0.2544 | -1.28 | |
| 0.4463 | 2.64 |
Estimation Period:
Jul 22, 2009 to Feb 6, 2026
Jul 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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