Fermentalg Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.64% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0555 | 2.86 | |
| 0.1868 | 5.16 | |
| 0.5220 | 6.52 | |
| 1.1560 | 2.13 | |
| -1.3944 | -1.71 | |
| -0.0168 | -0.03 | |
| 0.9953 | 1.83 | |
| -1.6688 | -3.27 | |
| 1.1641 | 2.37 | |
| 0.3821 | 0.77 | |
| -1.4096 | -3.01 | |
| 1.1088 | 2.99 |
Estimation Period:
Apr 16, 2014 to Feb 13, 2026
Apr 16, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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