Saunders International Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.31% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9163 | 5.51 | |
| 0.1678 | 4.85 | |
| 0.5154 | 5.83 | |
| -0.5122 | -1.82 | |
| 0.5050 | 1.23 | |
| 0.2001 | 0.75 | |
| -0.3078 | -0.83 | |
| 0.4581 | 1.07 | |
| -0.9995 | -2.69 | |
| 0.9870 | 2.66 | |
| -0.1869 | -0.53 | |
| -0.2509 | -1.06 |
Estimation Period:
Dec 5, 2007 to Feb 6, 2026
Dec 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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