Ab Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.88% (+15.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5545 | 4.50 | |
| 0.2113 | 3.86 | |
| 0.0180 | 0.16 | |
| 0.2273 | 0.45 | |
| 0.1859 | 0.26 | |
| -0.8007 | -1.85 | |
| 0.5372 | 1.96 |
Estimation Period:
Apr 1, 2021 to Feb 6, 2026
Apr 1, 2021 to Feb 6, 2026
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