Sumit Woods Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.96% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7640 | 4.07 | |
| 0.2411 | 6.13 | |
| 0.3372 | 3.73 | |
| -2.2476 | -1.26 | |
| 0.4976 | 0.19 | |
| 5.4781 | 2.88 | |
| -7.2072 | -3.46 | |
| 5.8245 | 3.08 | |
| -4.1687 | -2.70 | |
| 3.2472 | 2.47 | |
| -1.8673 | -1.72 | |
| 0.9988 | 0.99 | |
| -1.0747 | -1.49 |
Estimation Period:
Sep 10, 2018 to Feb 6, 2026
Sep 10, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sumit Woods Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities