Yamashin-Filter Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.04% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2621 | 5.85 | |
| 0.1386 | 3.34 | |
| 0.6944 | 7.83 | |
| 0.0035 | 1.51 |
Estimation Period:
Oct 8, 2014 to Feb 10, 2026
Oct 8, 2014 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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