Lab Richmond Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.39% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1700 | 4.42 | |
| 0.3709 | 3.26 | |
| 0.3053 | 3.40 | |
| 0.3024 | 1.26 | |
| -0.7928 | -2.67 | |
| 1.1269 | 5.63 | |
| -1.0080 | -4.80 | |
| 0.4387 | 2.77 |
Estimation Period:
Dec 28, 2017 to Feb 6, 2026
Dec 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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