Vertex Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.77% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7007 | 4.64 | |
| 0.0311 | 1.34 | |
| 0.5722 | 1.79 | |
| -3.2815 | -1.53 | |
| 2.2532 | 0.76 | |
| 3.5715 | 1.37 | |
| -4.1116 | -1.32 | |
| 0.2665 | 0.07 | |
| 4.6599 | 1.08 | |
| -8.0116 | -1.47 | |
| 9.8813 | 1.77 | |
| -8.4361 | -1.94 | |
| 3.9409 | 1.28 |
Estimation Period:
Jul 29, 2020 to Feb 6, 2026
Jul 29, 2020 to Feb 6, 2026
News Impact Curve
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