Advance Terrafund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.88% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7082 | 6.16 | |
| 0.1345 | 3.51 | |
| 0.7651 | 19.48 | |
| -0.3263 | -2.04 | |
| 0.3877 | 1.39 | |
| -0.0886 | -0.30 | |
| -0.0108 | -0.03 | |
| -0.0217 | -0.04 | |
| 0.1393 | 0.23 | |
| 0.1459 | 0.30 | |
| -0.6696 | -1.79 | |
| 1.0212 | 1.74 | |
| -0.9018 | -1.47 |
Estimation Period:
Nov 24, 2006 to Feb 13, 2026
Nov 24, 2006 to Feb 13, 2026
News Impact Curve
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