Van De Velde Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.23% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0597 | 7.23 | |
| 0.0328 | 1.49 | |
| 0.8965 | 12.80 | |
| 0.0143 | 0.48 |
Estimation Period:
Sep 22, 2022 to Feb 13, 2026
Sep 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Van De Velde Sa Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities