Integrated System Credit Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.73% (+5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5390 | 6.06 | |
| 0.2568 | 3.47 | |
| 0.0980 | 1.10 | |
| -0.0900 | -1.40 |
Estimation Period:
Dec 22, 2021 to Feb 6, 2026
Dec 22, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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