Transpek Industry Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.98% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9704 | 7.42 | |
| 0.0788 | 4.98 | |
| 0.8500 | 20.20 | |
| -0.0300 | -2.78 | |
| 0.0467 | 2.48 | |
| -0.0290 | -1.72 | |
| 0.0199 | 1.63 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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