Premier Capital Services Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:57.51% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0942 | 1.71 | |
| 0.4330 | 1.93 | |
| 0.4350 | 2.72 | |
| 0.9215 | 0.25 | |
| -1.8808 | -0.34 | |
| -1.9797 | -0.40 | |
| 11.8242 | 2.64 | |
| -15.1488 | -6.31 | |
| 7.1515 | 1.73 | |
| -1.2047 | -0.31 | |
| 0.9113 | 0.34 | |
| -2.2438 | -1.01 | |
| 2.9638 | 1.86 |
Estimation Period:
Jul 17, 2012 to Jan 16, 2026
Jul 17, 2012 to Jan 16, 2026
News Impact Curve
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