Rana Gruber ASA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.10% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4419 | 11.45 | |
| 0.1811 | 3.00 | |
| 0.3335 | 2.04 | |
| 0.0392 | 4.25 |
Estimation Period:
May 19, 2021 to Feb 6, 2026
May 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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