Vstecs BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.71% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7815 | 3.18 | |
| 0.1339 | 4.62 | |
| 0.7253 | 13.34 | |
| -0.6374 | -1.57 | |
| 1.1958 | 2.16 | |
| -0.8451 | -2.78 | |
| 0.1864 | 0.65 | |
| 0.1673 | 0.52 | |
| 0.4432 | 1.59 | |
| -1.3847 | -4.38 | |
| 1.3666 | 3.71 | |
| -0.4140 | -1.33 | |
| -0.2218 | -1.13 |
Estimation Period:
Apr 16, 2010 to Feb 6, 2026
Apr 16, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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