Tng Invt & Trading Jsc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.02% (+10.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3636 | 9.19 | |
| 0.0987 | 6.43 | |
| 0.8152 | 26.82 | |
| -0.0032 | -0.08 | |
| -0.0060 | -0.09 | |
| 0.0817 | 1.62 | |
| -0.1564 | -3.57 | |
| 0.1209 | 3.86 |
Estimation Period:
Apr 16, 2009 to Feb 6, 2026
Apr 16, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Tng Invt & Trading Jsc Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities