Ultramarine Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.49% (-4.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0302 | 3.63 | |
| 0.1357 | 4.86 | |
| 0.5671 | 8.19 | |
| -0.2374 | -1.11 | |
| 0.5193 | 1.79 | |
| -0.4488 | -2.81 | |
| 0.2158 | 1.28 | |
| -0.0819 | -0.47 | |
| 0.1266 | 0.89 | |
| -0.2705 | -1.74 | |
| 0.3177 | 2.09 | |
| -0.1777 | -1.85 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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