Sogeclair Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.18% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8176 | 6.44 | |
| 0.1542 | 6.45 | |
| 0.7811 | 21.14 | |
| 0.0099 | 3.63 | |
| -0.0115 | -2.31 |
Estimation Period:
Nov 26, 1998 to Feb 6, 2026
Nov 26, 1998 to Feb 6, 2026
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