Varna-Plod AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:903.63% (+823.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3256 | 0.92 | |
| 0.7144 | 4.32 | |
| 0.2683 | 1.95 | |
| -2.0194 | -0.89 | |
| 4.8713 | 1.39 | |
| -5.6182 | -2.24 | |
| 2.9626 | 1.26 | |
| 1.6983 | 0.91 | |
| -5.3171 | -2.55 | |
| 11.9857 | 3.90 | |
| -19.6711 | -4.65 | |
| 22.8760 | 4.86 | |
| -17.9680 | -4.80 |
Estimation Period:
Jan 21, 2013 to Jan 1, 2026
Jan 21, 2013 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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