Alkhabeer Capital - Diversif Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.63% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9372 | 1.36 | |
| 0.0000 | 0.00 | |
| 0.9315 | 0.96 | |
| 79.8047 | 0.10 | |
| -105.2900 | -0.10 | |
| 89.7015 | 0.44 | |
| -146.4756 | -3.47 | |
| 109.1315 | 3.50 | |
| 23.8971 | 0.80 | |
| -133.6055 | -3.35 | |
| 126.2506 | 2.30 | |
| -0.4995 | -0.01 |
Estimation Period:
Jul 17, 2024 to Feb 5, 2026
Jul 17, 2024 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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