Pinnacle Investment Management Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.73% (+10.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8301 | 5.25 | |
| 0.1105 | 5.50 | |
| 0.7973 | 20.99 | |
| 0.1208 | 1.25 | |
| -0.3427 | -2.31 | |
| 0.3866 | 3.77 | |
| -0.2147 | -2.38 | |
| 0.0192 | 0.22 | |
| 0.0659 | 1.02 |
Estimation Period:
Jun 19, 2007 to Feb 6, 2026
Jun 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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