Mostostal Zabrze Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.75% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9325 | 7.53 | |
| 0.1401 | 7.38 | |
| 0.7303 | 20.15 | |
| -0.0940 | -1.81 | |
| 0.1992 | 2.38 | |
| -0.1594 | -1.93 | |
| -0.0097 | -0.11 | |
| 0.1398 | 1.97 | |
| -0.1294 | -2.03 | |
| 0.1770 | 2.48 | |
| -0.2567 | -3.01 | |
| 0.1424 | 1.77 | |
| 0.0286 | 0.58 |
Estimation Period:
Aug 18, 1995 to Feb 6, 2026
Aug 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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