Averbuch Formica Centre Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:57.75% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6072 | 5.84 | |
| 0.1153 | 6.14 | |
| 0.7994 | 23.44 | |
| 0.1378 | 0.94 | |
| -0.0209 | -0.08 | |
| -0.3756 | -1.80 | |
| 0.6583 | 3.68 | |
| -0.6658 | -4.29 | |
| 0.4566 | 3.57 | |
| -0.5155 | -4.21 | |
| 0.7478 | 5.22 | |
| -0.6685 | -3.13 |
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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