Velgraf Asset Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:461.67% (-42.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2273 | 1.45 | |
| 0.1597 | 4.80 | |
| 0.8376 | 25.51 | |
| -1.4449 | -1.19 | |
| 1.2631 | 0.67 | |
| 0.7639 | 0.67 | |
| -0.4590 | -0.56 | |
| -0.9966 | -1.15 | |
| 1.7281 | 1.68 | |
| -1.1781 | -0.97 | |
| -0.0527 | -0.04 | |
| 2.1175 | 1.74 | |
| -3.0235 | -2.74 |
Estimation Period:
Feb 7, 2011 to Jan 30, 2026
Feb 7, 2011 to Jan 30, 2026
News Impact Curve
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