B2 Impact ASA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.96% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7502 | 5.08 | |
| 0.0941 | 3.32 | |
| 0.7596 | 12.05 | |
| -0.9686 | -3.72 | |
| 1.3449 | 3.69 | |
| -0.4055 | -2.16 | |
| 0.0281 | 0.22 |
Estimation Period:
Feb 7, 2019 to Feb 13, 2026
Feb 7, 2019 to Feb 13, 2026
News Impact Curve
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