CTP B.V. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.53% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6786 | 7.10 | |
| 0.0604 | 2.09 | |
| 0.7050 | 5.28 | |
| -0.8067 | -4.69 | |
| 1.0680 | 4.27 | |
| -0.2825 | -1.95 |
Estimation Period:
Mar 31, 2021 to Feb 13, 2026
Mar 31, 2021 to Feb 13, 2026
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