Klaveness Combination Carrie Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.94% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8657 | 2.87 | |
| 0.1379 | 4.90 | |
| 0.7813 | 18.43 | |
| -0.6023 | -1.51 | |
| 0.8080 | 1.48 | |
| 0.0324 | 0.10 | |
| -1.2159 | -2.62 |
Estimation Period:
Jun 4, 2019 to Feb 6, 2026
Jun 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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