Prudent Corporate Advisory Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.01% (+3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9291 | 3.33 | |
| 0.1699 | 2.35 | |
| 0.0539 | 0.38 | |
| -3.3973 | -1.19 | |
| 6.0738 | 1.58 | |
| -4.0970 | -2.17 | |
| 2.7865 | 1.60 | |
| -3.7225 | -2.29 | |
| 3.7134 | 3.10 |
Estimation Period:
May 20, 2022 to Feb 6, 2026
May 20, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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