VF Alternative AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:116.48% (-853.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5085 | 0.57 | |
| 0.9999 | 2.07 | |
| 0.0000 | 0.00 | |
| -26.4233 | -3.59 | |
| 28.8746 | 2.28 | |
| -1.2167 | -0.13 | |
| -0.1151 | -0.02 | |
| 0.8115 | 0.17 | |
| -9.4116 | -1.65 | |
| 19.6804 | 2.27 | |
| -21.2450 | -1.92 | |
| 17.6371 | 1.67 | |
| -14.8648 | -2.11 |
Estimation Period:
Aug 15, 2019 to Jan 16, 2026
Aug 15, 2019 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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