B2 Impact ASA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.24% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7473 | 5.08 | |
| 0.0935 | 3.30 | |
| 0.7591 | 11.94 | |
| -0.9800 | -3.76 | |
| 1.3709 | 3.72 | |
| -0.4503 | -2.00 | |
| 0.1406 | 0.39 |
Estimation Period:
Feb 7, 2019 to Feb 13, 2026
Feb 7, 2019 to Feb 13, 2026
News Impact Curve
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