Premier Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.55% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1817 | 9.54 | |
| 0.0843 | 8.85 | |
| 0.8612 | 47.00 | |
| 0.0291 | 2.39 | |
| -0.0692 | -3.69 | |
| 0.0752 | 5.34 | |
| -0.0516 | -3.85 | |
| 0.0224 | 2.45 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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