Alkhabeer Capital - Diversif Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.22% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9080 | 2.17 | |
| 0.0819 | 2.14 | |
| 0.6535 | 4.70 | |
| 3.2040 | 2.37 | |
| -5.8500 | -3.13 | |
| 4.0512 | 3.53 | |
| -1.7237 | -1.90 |
Estimation Period:
Jan 20, 2021 to Feb 5, 2026
Jan 20, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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