Tribhovandas Bhimj Zaveri Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.44% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1506 | 5.01 | |
| 0.1282 | 5.58 | |
| 0.6993 | 12.09 | |
| -0.0431 | -0.36 | |
| 0.0536 | 0.31 | |
| 0.0816 | 0.69 | |
| -0.2824 | -2.77 | |
| 0.3748 | 4.23 | |
| -0.2524 | -3.84 |
Estimation Period:
May 9, 2012 to Feb 6, 2026
May 9, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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