Quercus Tfi Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.99% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5922 | 5.39 | |
| 0.1069 | 6.24 | |
| 0.7758 | 18.33 | |
| 0.1389 | 3.20 | |
| -0.1735 | -2.60 | |
| 0.0966 | 1.80 | |
| -0.1341 | -3.05 | |
| 0.1082 | 3.94 |
Estimation Period:
Sep 11, 2008 to Feb 6, 2026
Sep 11, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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