Ctp B.V. GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.61% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0939 | 9.72 | |
| 0.0946 | 15.04 | |
| 0.8738 | 112.03 |
Estimation Period:
Mar 25, 2021 to Jan 30, 2026
Mar 25, 2021 to Jan 30, 2026
News Impact Curve
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