Sleep Cycle AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:94.22% (-29.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6268 | 6.27 | |
| 0.2432 | 3.98 | |
| 0.3149 | 2.65 | |
| -1.0429 | -3.73 | |
| 1.7640 | 4.22 | |
| -1.0500 | -4.45 |
Estimation Period:
Jun 16, 2021 to Feb 6, 2026
Jun 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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