Paul Hartmann Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.06% (+6.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5774 | 4.59 | |
| 0.1798 | 8.19 | |
| 0.6690 | 18.87 | |
| 0.2459 | 3.34 | |
| -0.3535 | -3.29 | |
| 0.1407 | 2.01 | |
| -0.0611 | -0.83 | |
| 0.0590 | 0.82 | |
| -0.0689 | -1.21 | |
| 0.0230 | 0.45 | |
| 0.0120 | 0.25 | |
| 0.0709 | 1.65 | |
| -0.1091 | -3.48 |
Estimation Period:
Jul 25, 1991 to Feb 6, 2026
Jul 25, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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