CTP B.V. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.06% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7515 | 7.45 | |
| 0.1255 | 2.67 | |
| 0.4534 | 2.52 | |
| -0.6594 | -4.42 | |
| 0.8629 | 3.93 | |
| -0.2095 | -1.74 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
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