Festi HF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.48% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1507 | 3.95 | |
| 0.1594 | 3.32 | |
| 0.6173 | 4.71 | |
| -0.0117 | -0.69 | |
| 0.0197 | 0.97 |
Estimation Period:
Dec 19, 2013 to Feb 6, 2026
Dec 19, 2013 to Feb 6, 2026
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