System1 Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:86.50% (+11.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3701 | 2.09 | |
| 0.2034 | 5.91 | |
| 0.7820 | 26.77 | |
| -15.1502 | -2.76 | |
| 38.9245 | 4.19 | |
| -41.0180 | -3.41 | |
| 23.0193 | 1.94 | |
| -8.1343 | -1.03 | |
| 2.7004 | 0.54 | |
| -0.0887 | -0.02 | |
| -0.3871 | -0.16 |
Estimation Period:
Jun 17, 2020 to Feb 6, 2026
Jun 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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