Castellum Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.19% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1541 | 4.70 | |
| 0.0828 | 4.93 | |
| 0.8320 | 24.86 | |
| -0.5031 | -2.24 | |
| 0.7647 | 2.45 | |
| -0.4349 | -2.41 | |
| 0.4844 | 2.43 | |
| -0.5476 | -2.73 | |
| 0.5119 | 2.95 | |
| -0.5961 | -4.13 | |
| 0.5823 | 4.50 | |
| -0.6039 | -4.45 | |
| 0.5414 | 4.82 |
Estimation Period:
Oct 11, 2007 to Feb 6, 2026
Oct 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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