Capital Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:964.25% (+159.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3873 | 3.75 | |
| 0.6018 | 4.67 | |
| 0.3962 | 3.07 | |
| -1.0578 | -1.32 | |
| -0.0741 | -0.06 | |
| 3.1005 | 3.21 | |
| -3.8354 | -3.11 | |
| 3.3808 | 2.74 | |
| -2.0299 | -1.66 | |
| 0.4061 | 0.38 | |
| -1.0673 | -1.04 | |
| 4.5224 | 3.12 | |
| -5.4561 | -3.90 |
Estimation Period:
Oct 24, 2012 to Jan 16, 2026
Oct 24, 2012 to Jan 16, 2026
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