Prosper Construction Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:134.44% (-7.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7247 | 1.84 | |
| 0.1758 | 3.68 | |
| 0.7143 | 9.59 | |
| 0.5078 | 0.07 | |
| 6.9529 | 0.63 | |
| -15.6847 | -1.80 | |
| 14.0109 | 2.34 | |
| -8.9491 | -2.63 | |
| 3.5115 | 1.01 | |
| -4.9802 | -1.20 | |
| 14.9599 | 2.60 | |
| -19.7690 | -2.60 |
Estimation Period:
Jul 20, 2016 to Jan 2, 2026
Jul 20, 2016 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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