Urteste S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:97.76% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4695 | 3.23 | |
| 0.2672 | 3.23 | |
| 0.1290 | 1.10 | |
| -21.2252 | -2.42 | |
| 43.9700 | 3.45 | |
| -51.1195 | -5.35 | |
| 50.3860 | 4.86 | |
| -35.0771 | -3.34 | |
| 22.0380 | 2.57 | |
| -16.2565 | -2.66 | |
| 15.1509 | 2.81 | |
| -9.3820 | -1.39 | |
| -1.2035 | -0.18 |
Estimation Period:
Oct 27, 2021 to Feb 6, 2026
Oct 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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