Pitti Engineering Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.21% (-6.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7398 | 7.06 | |
| 0.1121 | 5.17 | |
| 0.6978 | 12.28 | |
| 0.1546 | 3.79 | |
| -0.2058 | -3.61 | |
| 0.0765 | 1.75 | |
| -0.0711 | -1.61 | |
| 0.0797 | 2.59 |
Estimation Period:
Oct 9, 2008 to Feb 6, 2026
Oct 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pitti Engineering Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities