Pinestone Capital Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:109.99% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9467 | 2.03 | |
| 0.3460 | 7.35 | |
| 0.6537 | 13.81 | |
| -8.7877 | -1.76 | |
| 11.7222 | 1.66 | |
| -5.1697 | -1.68 | |
| 4.7034 | 2.24 | |
| -3.7250 | -1.98 | |
| 1.7957 | 0.86 | |
| -2.6672 | -0.83 | |
| 4.5513 | 1.38 | |
| -2.4900 | -1.16 | |
| -0.6555 | -0.63 |
Estimation Period:
Jun 12, 2015 to Feb 6, 2026
Jun 12, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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