Mitcon Consultancy & Enginee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.20% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7509 | 3.77 | |
| 0.1964 | 4.38 | |
| 0.3854 | 3.20 | |
| -0.8273 | -0.60 | |
| 2.0807 | 1.02 | |
| -3.5753 | -2.01 | |
| 6.2268 | 2.73 | |
| -5.6928 | -2.54 | |
| 0.8446 | 0.52 | |
| 1.8187 | 1.48 | |
| -1.2916 | -1.05 | |
| 0.1850 | 0.15 | |
| 0.5552 | 0.62 |
Estimation Period:
Oct 11, 2017 to Feb 6, 2026
Oct 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mitcon Consultancy & Enginee Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities