Dynamic Portfolio Management Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.94% (+4.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6863 | 3.19 | |
| 0.2168 | 8.93 | |
| 0.6556 | 15.22 | |
| -1.0909 | -1.88 | |
| 1.7609 | 2.07 | |
| -0.6643 | -1.09 | |
| -0.3035 | -0.46 | |
| 0.2323 | 0.35 | |
| 0.5497 | 0.91 | |
| -0.9983 | -1.78 | |
| 0.9390 | 1.74 | |
| -0.5391 | -1.04 | |
| 0.0896 | 0.15 |
Estimation Period:
Mar 16, 2012 to Feb 6, 2026
Mar 16, 2012 to Feb 6, 2026
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