Erredue SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.74% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9102 | 5.68 | |
| 0.1232 | 2.58 | |
| 0.6924 | 6.41 | |
| -0.0320 | -0.69 |
Estimation Period:
Dec 6, 2022 to Feb 6, 2026
Dec 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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