Spritzer BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.76% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7112 | 4.05 | |
| 0.1623 | 6.81 | |
| 0.5254 | 7.29 | |
| 0.0922 | 0.65 | |
| -0.1945 | -0.94 | |
| 0.1703 | 1.23 | |
| -0.1398 | -1.23 | |
| 0.1109 | 1.07 | |
| 0.0909 | 0.71 | |
| -0.3525 | -2.53 | |
| 0.4969 | 4.45 | |
| -0.4193 | -5.81 |
Estimation Period:
Aug 19, 2002 to Feb 6, 2026
Aug 19, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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