Kruk Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.82% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2306 | 4.06 | |
| 0.1416 | 3.61 | |
| 0.0000 | 0.00 | |
| 0.7038 | 0.96 | |
| -1.7092 | -1.56 | |
| 2.3881 | 2.89 | |
| -2.7213 | -3.38 | |
| 2.8118 | 2.90 | |
| -5.1150 | -3.99 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
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