Varroc Engineering Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.34% (-4.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2389 | 3.89 | |
| 0.1177 | 2.73 | |
| 0.5553 | 4.35 | |
| 0.7268 | 0.83 | |
| 0.2049 | 0.14 | |
| -2.4559 | -1.85 | |
| 3.2141 | 2.20 | |
| -4.0917 | -2.97 | |
| 5.0032 | 4.27 | |
| -4.1835 | -3.63 | |
| 1.7832 | 1.46 | |
| 0.0247 | 0.03 |
Estimation Period:
Jul 6, 2018 to Feb 6, 2026
Jul 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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