Poujoulat Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.27% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9774 | 4.12 | |
| 0.1405 | 3.80 | |
| 0.7600 | 11.63 | |
| 0.2624 | 0.53 | |
| -0.8557 | -1.03 | |
| 1.9901 | 2.29 |
Estimation Period:
Nov 29, 2021 to Feb 6, 2026
Nov 29, 2021 to Feb 6, 2026
News Impact Curve
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