SOITEC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:95.75% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7484 | 6.48 | |
| 0.1364 | 6.00 | |
| 0.6816 | 15.07 | |
| -0.1809 | -2.42 | |
| 0.0840 | 0.70 | |
| 0.3566 | 3.67 | |
| -0.5053 | -5.04 | |
| 0.4077 | 3.81 | |
| -0.2703 | -2.49 | |
| 0.1508 | 1.53 | |
| -0.0703 | -0.70 | |
| 0.1388 | 1.24 | |
| -0.1911 | -2.10 |
Estimation Period:
Feb 9, 1999 to Feb 6, 2026
Feb 9, 1999 to Feb 6, 2026
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