Techstep Asa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.60% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2864 | 5.56 | |
| 0.2483 | 7.00 | |
| 0.4365 | 8.21 | |
| -0.0311 | -0.43 | |
| 0.1194 | 1.39 | |
| -0.1197 | -1.86 | |
| 0.0246 | 0.29 | |
| -0.0683 | -0.70 | |
| 0.1658 | 1.88 | |
| -0.1494 | -2.40 | |
| 0.0960 | 2.60 |
Estimation Period:
Jun 20, 2002 to Jan 30, 2026
Jun 20, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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