Waterbase Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:74.78% (-9.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3745 | 9.18 | |
| 0.1429 | 7.70 | |
| 0.6737 | 13.73 | |
| 0.1249 | 2.22 | |
| -0.0858 | -1.03 | |
| -0.0321 | -0.53 | |
| 0.0243 | 0.32 | |
| -0.1300 | -1.38 | |
| 0.2166 | 2.24 | |
| -0.2983 | -3.01 | |
| 0.3590 | 3.45 | |
| -0.2352 | -3.09 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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