SOCAM Development Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.47% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8448 | 3.66 | |
| 0.0855 | 4.77 | |
| 0.7999 | 17.47 | |
| -0.3997 | -2.61 | |
| 0.3279 | 1.54 | |
| 0.4846 | 3.01 | |
| -0.6984 | -2.48 | |
| 0.3152 | 0.90 | |
| 0.0920 | 0.34 | |
| -0.1802 | -1.01 | |
| 0.0281 | 0.25 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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