Advantage Risk Mgmt Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.44% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1358 | 5.57 | |
| 0.1680 | 7.18 | |
| 0.7022 | 18.71 | |
| -0.2214 | -1.90 | |
| 0.4424 | 2.39 | |
| -0.4983 | -3.39 | |
| 0.5318 | 4.13 | |
| -0.4165 | -3.70 | |
| 0.2263 | 1.91 | |
| -0.0136 | -0.10 | |
| -0.2313 | -1.28 |
Estimation Period:
Dec 14, 2006 to Feb 10, 2026
Dec 14, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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