Vndirect Securitie Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.40% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7312 | 2.27 | |
| 0.1254 | 6.93 | |
| 0.7702 | 24.89 | |
| 0.0399 | 0.12 | |
| 0.0730 | 0.17 | |
| -0.2690 | -1.07 | |
| 0.5300 | 2.17 | |
| -1.0062 | -4.02 | |
| 1.5211 | 5.47 | |
| -1.6637 | -5.57 | |
| 1.0693 | 4.55 | |
| -0.3122 | -2.16 |
Estimation Period:
Mar 30, 2010 to Feb 6, 2026
Mar 30, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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