Pricer Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:62.89% (-3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2566 | 6.68 | |
| 0.1967 | 6.17 | |
| 0.4830 | 6.37 | |
| -0.0577 | -0.98 | |
| 0.0011 | 0.01 | |
| 0.1909 | 2.18 | |
| -0.2794 | -3.25 | |
| 0.2148 | 3.14 | |
| -0.0746 | -1.36 | |
| 0.0492 | 0.97 | |
| -0.0587 | -1.08 | |
| -0.0042 | -0.10 |
Estimation Period:
Aug 20, 1997 to Feb 13, 2026
Aug 20, 1997 to Feb 13, 2026
News Impact Curve
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