Qualitau Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.61% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7456 | 9.78 | |
| 0.0536 | 3.48 | |
| 0.7687 | 12.24 | |
| -0.0031 | -0.03 | |
| 0.0381 | 0.26 | |
| -0.0734 | -0.60 | |
| 0.0315 | 0.24 | |
| 0.1290 | 1.07 | |
| -0.2582 | -1.82 | |
| 0.2408 | 1.54 | |
| -0.1297 | -1.01 | |
| 0.0057 | 0.07 |
Estimation Period:
Mar 26, 2001 to Feb 6, 2026
Mar 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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