Oxford Metrics PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.03% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0205 | 4.84 | |
| 0.0798 | 3.57 | |
| 0.6487 | 6.60 | |
| 0.2750 | 1.11 | |
| -0.6381 | -1.68 | |
| 0.5518 | 1.83 | |
| -0.3826 | -1.34 | |
| 0.3581 | 1.54 | |
| 0.0002 | 0.00 | |
| -0.3896 | -1.39 | |
| 0.2820 | 1.08 | |
| 0.0671 | 0.33 | |
| -0.2365 | -1.50 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Oxford Metrics PLC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities