Valbiotis SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:217.30% (-10.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7080 | 3.25 | |
| 0.0721 | 2.10 | |
| 0.7904 | 7.44 | |
| 6.7905 | 2.73 | |
| -10.1299 | -2.49 | |
| 4.7747 | 1.47 | |
| -1.3840 | -0.42 | |
| -1.0650 | -0.31 | |
| 1.1449 | 0.42 | |
| 3.0777 | 0.88 |
Estimation Period:
Feb 15, 2021 to Feb 6, 2026
Feb 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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