Alkhabeer Capital - Diversif Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.04% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9959 | 3.36 | |
| 0.0241 | 0.63 | |
| 0.0000 | 0.00 | |
| 92.2421 | 3.49 | |
| -101.2789 | -2.21 | |
| 65.4074 | 1.64 | |
| -140.6342 | -4.11 | |
| 127.5904 | 3.93 | |
| -11.5137 | -0.36 | |
| -113.6825 | -2.95 | |
| 160.2413 | 2.78 | |
| -110.1731 | -2.26 |
Estimation Period:
Jul 17, 2024 to Feb 12, 2026
Jul 17, 2024 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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