Demisas Dokum Emaye Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.40% (-5.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1398 | 4.78 | |
| 0.2487 | 8.73 | |
| 0.4838 | 9.99 | |
| 0.0576 | 0.80 | |
| -0.1272 | -1.24 | |
| 0.2169 | 3.55 | |
| -0.2853 | -5.03 | |
| 0.2059 | 3.53 | |
| -0.0034 | -0.05 | |
| -0.1482 | -2.35 | |
| 0.0904 | 1.61 | |
| 0.0036 | 0.10 |
Estimation Period:
Jul 28, 1997 to Feb 6, 2026
Jul 28, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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