TQM Alpha PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.82% (-5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7111 | 6.31 | |
| 0.2541 | 2.00 | |
| 0.0000 | 0.00 | |
| -3.0457 | -2.56 | |
| 4.3108 | 2.16 | |
| -4.2460 | -2.77 | |
| 6.9368 | 5.40 | |
| -7.0457 | -4.90 | |
| 5.8136 | 3.70 | |
| -5.7336 | -4.17 | |
| 6.9694 | 5.44 | |
| -7.6147 | -5.22 | |
| 4.9712 | 3.76 |
Estimation Period:
Dec 20, 2018 to Feb 6, 2026
Dec 20, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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