Remak Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.19% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9659 | 8.22 | |
| 0.2178 | 7.54 | |
| 0.2956 | 4.29 | |
| -0.0770 | -2.12 | |
| 0.0970 | 1.86 | |
| 0.0397 | 1.02 | |
| -0.1656 | -3.80 | |
| 0.2009 | 4.57 | |
| -0.1806 | -4.12 | |
| 0.1846 | 4.46 | |
| -0.1988 | -4.93 | |
| 0.1464 | 4.81 |
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Aug 10, 1995 to Feb 6, 2026
News Impact Curve
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