S A Fountaine Pajot Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.69% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1318 | 6.07 | |
| 0.1184 | 3.78 | |
| 0.7160 | 7.76 | |
| 0.1628 | 1.80 | |
| -0.2189 | -1.96 |
Estimation Period:
May 20, 2021 to Feb 6, 2026
May 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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