Flow Traders Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.93% (+8.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6860 | 4.46 | |
| 0.1599 | 2.85 | |
| 0.2324 | 2.21 | |
| -2.0215 | -2.58 | |
| 3.5316 | 2.97 | |
| -2.8592 | -3.77 | |
| 2.3796 | 3.96 | |
| -1.7108 | -2.72 | |
| 1.2195 | 1.61 | |
| -1.0997 | -1.30 | |
| 1.0151 | 0.83 | |
| -0.3643 | -0.22 | |
| -1.6249 | -0.74 |
Estimation Period:
Jul 10, 2015 to Feb 6, 2026
Jul 10, 2015 to Feb 6, 2026
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