Ctp B.V. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.60% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9141 | 9.22 | |
| 0.1308 | 2.16 | |
| 0.6576 | 5.69 | |
| -0.2476 | -4.31 | |
| 0.3536 | 4.77 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities