Versabank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.71% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6749 | 5.87 | |
| 0.1207 | 1.96 | |
| 0.0858 | 0.42 | |
| 4.8337 | 1.77 | |
| -12.7652 | -2.86 | |
| 16.2653 | 4.11 | |
| -13.8717 | -2.89 | |
| 8.6436 | 1.38 | |
| -3.9106 | -0.62 | |
| 1.0355 | 0.20 | |
| -3.6377 | -0.80 | |
| 5.8451 | 1.61 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
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