Kerlink SACA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.84% (+3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1431 | 4.35 | |
| 0.1426 | 3.30 | |
| 0.5646 | 4.36 | |
| -3.2715 | -3.33 | |
| 4.9858 | 3.49 | |
| -2.0641 | -2.08 | |
| -0.5813 | -0.51 | |
| 0.5770 | 0.53 | |
| 1.9643 | 1.83 | |
| -3.0472 | -2.36 | |
| 2.2099 | 1.91 | |
| -1.2844 | -1.56 | |
| 0.7649 | 1.43 |
Estimation Period:
May 24, 2016 to Feb 6, 2026
May 24, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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