Sleep Cycle AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:177.11% (-19.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7573 | 5.86 | |
| 0.2246 | 4.04 | |
| 0.3105 | 2.28 | |
| 1.0413 | 0.60 | |
| -3.2428 | -1.12 | |
| 3.7506 | 1.59 | |
| -3.3974 | -1.50 | |
| 5.8564 | 2.53 | |
| -8.3438 | -3.09 | |
| 10.7578 | 2.76 |
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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