Toya Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.01% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8590 | 4.94 | |
| 0.1126 | 4.06 | |
| 0.7016 | 9.86 | |
| -0.4497 | -4.03 | |
| 0.7616 | 4.54 | |
| -0.3567 | -2.74 | |
| -0.0924 | -0.71 | |
| 0.2294 | 2.06 | |
| -0.1054 | -1.31 |
Estimation Period:
Sep 12, 2011 to Feb 6, 2026
Sep 12, 2011 to Feb 6, 2026
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