Net Holding As Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.04% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4158 | 7.16 | |
| 0.1467 | 8.93 | |
| 0.7303 | 20.72 | |
| 0.0394 | 0.72 | |
| -0.0988 | -1.13 | |
| 0.0619 | 0.90 | |
| 0.0518 | 0.78 | |
| -0.1591 | -2.19 | |
| 0.1940 | 2.20 | |
| -0.0917 | -0.91 | |
| 0.0762 | 0.72 | |
| -0.1967 | -2.24 | |
| 0.1663 | 3.47 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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