Grolleau S A Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.54% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8782 | 3.59 | |
| 0.1515 | 4.46 | |
| 0.7798 | 13.95 | |
| -0.0788 | -0.68 |
Estimation Period:
Dec 13, 2021 to Feb 6, 2026
Dec 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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