SOCAM Development Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.86% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8400 | 3.64 | |
| 0.0861 | 4.73 | |
| 0.7990 | 17.37 | |
| -0.4053 | -2.64 | |
| 0.3346 | 1.57 | |
| 0.4843 | 3.00 | |
| -0.6997 | -2.49 | |
| 0.3138 | 0.89 | |
| 0.1011 | 0.36 | |
| -0.2055 | -1.02 | |
| 0.0967 | 0.41 |
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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