CTF Services Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.37% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0086 | 5.86 | |
| 0.1592 | 8.26 | |
| 0.7542 | 21.57 | |
| -0.0240 | -0.35 | |
| -0.0571 | -0.57 | |
| 0.2596 | 4.03 | |
| -0.3408 | -5.30 | |
| 0.2753 | 4.00 | |
| -0.1670 | -2.49 | |
| 0.0966 | 1.55 | |
| -0.0648 | -1.15 | |
| 0.0252 | 0.54 |
Estimation Period:
Apr 25, 1997 to Feb 6, 2026
Apr 25, 1997 to Feb 6, 2026
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