Mefcom Capital Mkt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.85% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7370 | 3.67 | |
| 0.1301 | 6.89 | |
| 0.8170 | 27.39 | |
| 0.0060 | 0.13 | |
| -0.0389 | -0.58 | |
| 0.1368 | 3.06 | |
| -0.1622 | -5.12 |
Estimation Period:
Nov 5, 2008 to Feb 6, 2026
Nov 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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