Dimensions Jordan And Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:199.90% (-7.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2737 | 8.45 | |
| 0.0548 | 4.40 | |
| 0.9033 | 28.04 | |
| -0.0046 | -0.02 | |
| 0.0171 | 0.06 | |
| -0.0045 | -0.02 | |
| -0.0237 | -0.09 | |
| 0.0161 | 0.05 | |
| -0.1316 | -0.32 | |
| 0.7311 | 1.30 | |
| -1.3891 | -1.75 | |
| 1.7302 | 1.88 | |
| -1.5200 | -2.04 |
Estimation Period:
Dec 12, 2008 to Feb 5, 2026
Dec 12, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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