PWO AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.67% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7465 | 3.69 | |
| 0.1064 | 6.29 | |
| 0.7370 | 18.12 | |
| 0.0010 | 0.01 | |
| -0.1449 | -0.75 | |
| 0.3260 | 3.61 | |
| -0.2604 | -2.77 | |
| 0.0813 | 0.64 | |
| -0.0522 | -0.37 | |
| 0.1567 | 1.30 | |
| -0.1660 | -1.68 | |
| -0.0367 | -0.29 | |
| 0.1841 | 1.93 |
Estimation Period:
Aug 5, 1999 to Feb 6, 2026
Aug 5, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities