Tarczynski SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.91% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0743 | 4.34 | |
| 0.1770 | 4.41 | |
| 0.4739 | 5.34 | |
| 0.5035 | 1.27 | |
| -0.8035 | -1.44 | |
| 0.4935 | 1.43 | |
| -0.0943 | -0.27 | |
| -0.0490 | -0.11 | |
| -0.5472 | -1.05 | |
| 1.0771 | 2.28 | |
| -1.0930 | -2.87 | |
| 0.7520 | 2.94 |
Estimation Period:
Jul 8, 2013 to Feb 13, 2026
Jul 8, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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