CTP B.V. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.00% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7446 | 7.44 | |
| 0.1218 | 2.65 | |
| 0.4673 | 2.56 | |
| -0.6858 | -4.23 | |
| 0.9241 | 3.46 | |
| -0.3305 | -0.94 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
News Impact Curve
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