Value Line Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.79% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1422 | 7.23 | |
| 0.1084 | 9.54 | |
| 0.8499 | 58.80 | |
| -0.0531 | -0.98 | |
| 0.0660 | 0.80 | |
| -0.0471 | -0.87 | |
| 0.1004 | 2.07 | |
| -0.0553 | -1.01 | |
| -0.0993 | -1.41 | |
| 0.1649 | 2.35 | |
| -0.0657 | -1.24 | |
| -0.0784 | -1.76 | |
| 0.0995 | 3.10 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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