Microdata Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.62% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2517 | 8.16 | |
| 0.1477 | 7.28 | |
| 0.6583 | 14.27 | |
| 0.1478 | 2.31 | |
| -0.1979 | -2.08 | |
| -0.0096 | -0.16 | |
| 0.1582 | 3.38 | |
| -0.1372 | -4.22 |
Estimation Period:
Jan 7, 2008 to Feb 6, 2026
Jan 7, 2008 to Feb 6, 2026
News Impact Curve
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