Gl Events Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.37% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9244 | 5.56 | |
| 0.1055 | 3.68 | |
| 0.7061 | 8.51 | |
| 0.9486 | 3.54 | |
| -1.7557 | -4.12 | |
| 1.1283 | 3.46 | |
| -0.3316 | -1.39 | |
| 0.0096 | 0.07 |
Estimation Period:
Aug 6, 2018 to Feb 6, 2026
Aug 6, 2018 to Feb 6, 2026
News Impact Curve
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