Modella Woollens Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.49% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2636 | 1.25 | |
| 0.1358 | 5.28 | |
| 0.6268 | 8.35 | |
| -0.8904 | -0.53 | |
| 1.3300 | 0.59 | |
| -0.9589 | -0.95 | |
| 0.9236 | 1.24 | |
| -0.7181 | -1.09 | |
| 0.8348 | 1.29 | |
| -0.3291 | -0.59 | |
| -1.4027 | -3.08 | |
| 1.9824 | 5.19 | |
| -0.9029 | -3.88 |
Estimation Period:
Nov 22, 2013 to Jan 30, 2026
Nov 22, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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