Vow Asa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:70.70% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8436 | 5.45 | |
| 0.1300 | 5.07 | |
| 0.7441 | 14.15 | |
| -0.7343 | -1.25 | |
| 2.3574 | 2.31 | |
| -3.8029 | -4.16 | |
| 4.1186 | 5.14 | |
| -3.0959 | -4.25 | |
| 1.7071 | 2.18 | |
| -1.1886 | -1.55 | |
| 1.6960 | 2.41 | |
| -1.8867 | -2.51 | |
| 1.0169 | 1.70 |
Estimation Period:
Apr 14, 2014 to Feb 6, 2026
Apr 14, 2014 to Feb 6, 2026
News Impact Curve
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