Victoria Mutual In Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:96.38% (-6.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0543 | 2.66 | |
| 0.1819 | 4.61 | |
| 0.6583 | 7.58 | |
| 3.5586 | 0.71 | |
| -1.4527 | -0.17 | |
| -10.7466 | -1.21 | |
| 20.5615 | 2.63 | |
| -21.6330 | -4.43 | |
| 15.0225 | 3.15 | |
| -7.5060 | -1.30 | |
| 4.7387 | 0.87 | |
| -4.4214 | -1.36 |
Estimation Period:
Sep 10, 2021 to Feb 6, 2026
Sep 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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