Sonmez Filament Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.79% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3352 | 6.66 | |
| 0.2562 | 9.90 | |
| 0.5888 | 15.99 | |
| 0.0110 | 0.26 | |
| -0.0823 | -1.29 | |
| 0.1703 | 3.55 | |
| -0.1892 | -3.63 | |
| 0.1669 | 2.72 | |
| -0.1072 | -1.77 | |
| 0.0442 | 0.87 | |
| -0.0245 | -0.75 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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