Dewan Farooque Spinning Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:61.93% (-3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3015 | 3.04 | |
| 0.1150 | 5.18 | |
| 0.7799 | 16.46 | |
| 1.2021 | 4.03 | |
| -1.5982 | -3.80 | |
| 0.5950 | 2.17 | |
| -0.2009 | -0.78 | |
| -0.1094 | -0.43 | |
| 0.1302 | 0.55 | |
| 0.0049 | 0.02 | |
| -0.0113 | -0.06 |
Estimation Period:
May 2, 2012 to Feb 4, 2026
May 2, 2012 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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