Morningstar Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.58% (-3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3056 | 4.34 | |
| 0.0852 | 5.01 | |
| 0.7820 | 17.46 | |
| 0.5683 | 3.36 | |
| -0.9664 | -3.79 | |
| 0.5680 | 2.91 | |
| -0.0917 | -0.52 | |
| -0.1809 | -0.91 | |
| 0.2696 | 1.43 | |
| -0.2687 | -1.35 | |
| 0.1891 | 0.90 | |
| -0.2802 | -1.43 | |
| 0.2976 | 2.15 |
Estimation Period:
May 3, 2005 to Feb 6, 2026
May 3, 2005 to Feb 6, 2026
News Impact Curve
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