Philweb Corporation Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.29% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3899 | 5.18 | |
| 0.1282 | 6.36 | |
| 0.8003 | 27.69 | |
| -0.1493 | -1.47 | |
| 0.3421 | 2.10 | |
| -0.3027 | -1.98 | |
| 0.0017 | 0.01 | |
| 0.3943 | 2.51 | |
| -0.3614 | -2.42 | |
| 0.0097 | 0.04 | |
| 0.0403 | 0.15 | |
| 0.0996 | 0.56 | |
| -0.1106 | -1.32 |
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Aug 24, 1995 to Feb 6, 2026
News Impact Curve
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