Vantea Smart SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.99% (-22.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8372 | 48,372,160.00 | |
| 0.5083 | 5,083,230.00 | |
| 0.4917 | 4,916,770.00 | |
| -2,484.2100 | -24,842,100,000.00 | |
| 10,371.6000 | 103,716,000,000.00 | |
| -14,232.9600 | -142,329,600,000.00 | |
| 8,074.9610 | 80,749,610,000.00 | |
| -1,913.0040 | -19,130,040,000.00 | |
| 483.5300 | 4,835,300,000.00 | |
| -859.9047 | -8,599,047,000.00 | |
| 599.7953 | 5,997,953,000.00 | |
| 461.9719 | 4,619,719,000.00 | |
| -744.6537 | -7,446,537,000.00 |
Estimation Period:
Feb 22, 2021 to Feb 6, 2026
Feb 22, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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