Vtm Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:132.37% (+20.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8337 | 5.31 | |
| 0.1754 | 5.70 | |
| 0.6418 | 11.16 | |
| -0.3199 | -1.15 | |
| 0.2529 | 0.62 | |
| 0.1472 | 0.54 | |
| -0.3248 | -1.10 | |
| 0.5131 | 1.63 | |
| -0.2767 | -0.94 | |
| 0.1804 | 0.64 | |
| -0.7463 | -2.41 | |
| 1.1986 | 3.15 | |
| -0.8818 | -2.85 |
Estimation Period:
Oct 25, 2010 to Feb 6, 2026
Oct 25, 2010 to Feb 6, 2026
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