Defence Hub SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.37% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7592 | 2.18 | |
| 0.1118 | 3.73 | |
| 0.8021 | 16.02 | |
| -2.8501 | -2.11 | |
| 5.2639 | 2.83 | |
| -4.1965 | -4.04 | |
| 2.4985 | 2.82 | |
| -0.5510 | -0.65 | |
| 0.3196 | 0.30 |
Estimation Period:
Oct 17, 2019 to Feb 6, 2026
Oct 17, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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