Versabank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.16% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2924 | 4.28 | |
| 0.1397 | 5.83 | |
| 0.7343 | 14.85 | |
| 0.9482 | 1.43 | |
| -1.7638 | -1.70 | |
| 1.3302 | 2.28 | |
| -0.9729 | -2.18 | |
| 1.3718 | 2.72 | |
| -1.9102 | -3.49 | |
| 1.7036 | 2.74 | |
| -1.0195 | -1.95 | |
| 0.3387 | 1.06 |
Estimation Period:
Aug 27, 2013 to Feb 6, 2026
Aug 27, 2013 to Feb 6, 2026
News Impact Curve
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