Pt Charnic Capital Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:62.71% (-12.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6338 | 3.78 | |
| 0.3169 | 5.92 | |
| 0.2843 | 3.45 | |
| 2.0334 | 2.10 | |
| -3.9894 | -2.69 | |
| 3.5693 | 3.47 | |
| -2.1236 | -2.30 | |
| -0.1739 | -0.20 | |
| 1.9974 | 2.07 | |
| -1.8647 | -1.47 | |
| 0.4784 | 0.46 |
Estimation Period:
May 3, 2018 to Feb 6, 2026
May 3, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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