Papoytsanis Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.93% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8327 | 4.08 | |
| 0.1414 | 8.99 | |
| 0.7607 | 27.70 | |
| 0.0554 | 0.73 | |
| -0.1199 | -1.15 | |
| 0.1487 | 2.55 | |
| -0.1664 | -3.07 | |
| 0.1543 | 2.57 | |
| -0.1835 | -2.47 | |
| 0.1824 | 2.39 | |
| -0.1529 | -2.41 | |
| 0.1755 | 2.98 | |
| -0.1099 | -2.48 |
Estimation Period:
Aug 31, 1992 to Feb 6, 2026
Aug 31, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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