Quality & Reliability Abee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.30% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6214 | 3.76 | |
| 0.1113 | 6.72 | |
| 0.7972 | 26.32 | |
| 0.1421 | 1.27 | |
| -0.2532 | -1.55 | |
| 0.1689 | 1.58 | |
| -0.1704 | -1.74 | |
| 0.2218 | 2.16 | |
| -0.1395 | -1.16 | |
| -0.0464 | -0.35 | |
| 0.1497 | 1.30 | |
| -0.0778 | -1.17 |
Estimation Period:
Jan 31, 2001 to Feb 13, 2026
Jan 31, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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