Tiger Alpha PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:133.22% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3644 | 2.80 | |
| 0.0412 | 2.02 | |
| 0.8607 | 11.27 | |
| 0.9289 | 1.32 | |
| -2.0227 | -2.06 | |
| 2.0249 | 3.17 | |
| -1.0347 | -1.51 | |
| -0.9232 | -1.26 | |
| 2.0792 | 2.98 | |
| -1.4543 | -3.03 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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