Mirbud Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.58% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6088 | 6.94 | |
| 0.1441 | 3.04 | |
| 0.1420 | 0.64 | |
| 1.0708 | 0.37 | |
| -2.7550 | -0.60 | |
| 1.0939 | 0.33 | |
| 4.0569 | 1.20 | |
| -9.2164 | -2.92 | |
| 12.1900 | 3.68 | |
| -12.6840 | -3.19 | |
| 13.2314 | 3.85 | |
| -15.3082 | -6.36 | |
| 12.5886 | 7.87 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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