T-Cap Securities JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.59% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7321 | 4.45 | |
| 0.2090 | 6.68 | |
| 0.5880 | 10.54 | |
| 0.3752 | 2.11 | |
| -0.7066 | -2.75 | |
| 0.3255 | 1.93 | |
| 0.1043 | 0.86 |
Estimation Period:
Jun 29, 2018 to Feb 6, 2026
Jun 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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