Raigam Wayamba Salterns Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.13% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0571 | 4.44 | |
| 0.1692 | 7.03 | |
| 0.5961 | 9.54 | |
| 0.5159 | 1.82 | |
| -0.8821 | -2.09 | |
| 0.5278 | 1.71 | |
| -0.1234 | -0.42 | |
| -0.1159 | -0.32 | |
| 0.2091 | 0.55 | |
| -0.1777 | -0.48 | |
| -0.3941 | -1.07 | |
| 1.1788 | 4.00 | |
| -1.0844 | -4.98 |
Estimation Period:
Apr 29, 2010 to Feb 6, 2026
Apr 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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