Ray Sigorta Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.07% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2810 | 6.69 | |
| 0.2322 | 8.93 | |
| 0.6209 | 17.70 | |
| -0.0885 | -2.73 | |
| 0.1596 | 3.20 | |
| -0.1343 | -3.33 | |
| 0.1150 | 2.58 | |
| -0.0508 | -0.98 | |
| -0.0230 | -0.51 | |
| 0.0284 | 1.13 |
Estimation Period:
Aug 14, 1997 to Feb 6, 2026
Aug 14, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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