Energy Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.49% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2308 | 3.84 | |
| 0.0993 | 2.01 | |
| 0.6643 | 3.00 | |
| 16.8171 | 1.25 | |
| -29.0947 | -1.20 | |
| 23.8684 | 1.25 | |
| -16.3440 | -1.23 | |
| -4.2197 | -0.44 | |
| 23.3447 | 2.65 | |
| -23.8865 | -2.01 | |
| 11.7132 | 0.84 | |
| -3.7800 | -0.35 | |
| 3.7956 | 0.68 |
Estimation Period:
Aug 1, 2022 to Feb 6, 2026
Aug 1, 2022 to Feb 6, 2026
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