Averbuch Formica Centre Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:60.03% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5777 | 5.77 | |
| 0.1156 | 6.15 | |
| 0.7994 | 23.52 | |
| 0.1300 | 0.88 | |
| -0.0129 | -0.05 | |
| -0.3723 | -1.78 | |
| 0.6493 | 3.62 | |
| -0.6540 | -4.21 | |
| 0.4433 | 3.46 | |
| -0.4995 | -4.12 | |
| 0.7234 | 5.60 | |
| -0.6120 | -6.04 |
Estimation Period:
May 31, 2008 to Feb 12, 2026
May 31, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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