Lexibook Linguistic Electr Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.47% (-5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9643 | 2.89 | |
| 0.1900 | 3.73 | |
| 0.6485 | 11.27 | |
| -0.7600 | -0.13 | |
| 3.1395 | 0.36 | |
| -1.9262 | -0.36 | |
| -6.0772 | -1.28 | |
| 14.4740 | 2.79 | |
| -13.7480 | -2.44 | |
| -2.2900 | -0.45 | |
| 23.0959 | 5.65 | |
| -24.5605 | -6.50 | |
| 9.1694 | 2.79 |
Estimation Period:
Apr 1, 2021 to Feb 6, 2026
Apr 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Lexibook Linguistic Electr Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities