Neurones Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.67% (-3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2535 | 5.58 | |
| 0.1838 | 9.47 | |
| 0.6261 | 17.19 | |
| -0.0015 | -0.03 | |
| 0.0261 | 0.38 | |
| -0.0229 | -0.56 | |
| 0.0007 | 0.02 | |
| 0.0427 | 1.29 | |
| -0.1071 | -3.60 | |
| 0.0852 | 3.89 |
Estimation Period:
May 23, 2000 to Feb 6, 2026
May 23, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities