Natl Standard (Ind Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.48% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.4279 | 2.91 | |
| 0.4569 | 3.50 | |
| -53.0116 | -11.61 | |
| 61.5117 | 8.03 | |
| -8.5259 | -1.80 | |
| -1.4533 | -0.49 | |
| 1.5059 | 0.57 | |
| 1.2131 | 0.54 | |
| -3.1645 | -1.36 | |
| 3.5855 | 1.26 | |
| -2.2522 | -0.88 | |
| 0.6252 | 0.39 |
Estimation Period:
Jan 23, 2018 to Feb 6, 2026
Jan 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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