Dynamic Portfolio Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.62% (+5.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6951 | 3.21 | |
| 0.2166 | 8.93 | |
| 0.6565 | 15.29 | |
| -1.0602 | -1.83 | |
| 1.7154 | 2.02 | |
| -0.6421 | -1.05 | |
| -0.3133 | -0.47 | |
| 0.2365 | 0.36 | |
| 0.5439 | 0.90 | |
| -0.9864 | -1.76 | |
| 0.9156 | 1.73 | |
| -0.4882 | -1.05 | |
| -0.0493 | -0.18 |
Estimation Period:
Mar 16, 2012 to Feb 6, 2026
Mar 16, 2012 to Feb 6, 2026
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