Ctp B.V. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.38% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8806 | 9.00 | |
| 0.1303 | 2.10 | |
| 0.6434 | 5.35 | |
| -0.2990 | -4.10 | |
| 0.4876 | 3.64 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
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