Omer S.P.A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.85% (-4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6473 | 5.76 | |
| 0.1772 | 3.64 | |
| 0.6779 | 8.24 | |
| -0.3542 | -2.00 | |
| 0.4380 | 1.92 |
Estimation Period:
Sep 14, 2021 to Feb 13, 2026
Sep 14, 2021 to Feb 13, 2026
News Impact Curve
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