Rigolleau Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.79% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6995 | 4.42 | |
| 0.0817 | 6.16 | |
| 0.8806 | 46.08 | |
| 0.1077 | 0.66 | |
| -0.3114 | -1.28 | |
| 0.2819 | 1.87 | |
| 0.0388 | 0.26 | |
| -0.0729 | -0.42 | |
| -0.3061 | -1.66 | |
| 0.5590 | 2.55 | |
| -0.5484 | -2.11 | |
| 0.5223 | 2.60 | |
| -0.4187 | -3.72 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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