Vinpai SAS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.22% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5079 | 1.24 | |
| 0.2792 | 3.14 | |
| 0.5197 | 3.80 | |
| -41.7927 | -1.53 | |
| 74.1270 | 2.06 | |
| -63.4269 | -4.60 | |
| 64.0262 | 6.00 | |
| -69.3875 | -5.71 | |
| 57.5301 | 4.45 | |
| -27.1677 | -2.02 | |
| 4.3449 | 0.26 |
Estimation Period:
Jul 13, 2023 to Feb 13, 2026
Jul 13, 2023 to Feb 13, 2026
News Impact Curve
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