Icapital Investment Joint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.29% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9609 | 8.21 | |
| 0.1857 | 11.60 | |
| 0.6838 | 21.00 | |
| 0.0998 | 2.00 | |
| -0.1279 | -1.76 | |
| -0.0439 | -0.84 | |
| 0.1839 | 3.03 | |
| -0.2331 | -3.66 | |
| 0.1862 | 4.06 |
Estimation Period:
Jan 30, 2009 to Feb 6, 2026
Jan 30, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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