Shri Dinesh Mills Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.95% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1888 | 5.62 | |
| 0.1099 | 6.37 | |
| 0.8174 | 29.94 | |
| 0.0842 | 3.97 | |
| -0.1510 | -4.99 | |
| 0.0960 | 6.26 |
Estimation Period:
Jul 12, 2010 to Feb 6, 2026
Jul 12, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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