Oil Country Tubular Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.23% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2201 | 8.23 | |
| 0.1974 | 7.51 | |
| 0.6205 | 10.69 | |
| -0.0369 | -0.89 | |
| 0.1236 | 1.99 | |
| -0.1650 | -3.89 | |
| 0.0956 | 2.48 | |
| -0.0071 | -0.26 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Oil Country Tubular Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities