Jujubee Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:109.64% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9409 | 2.17 | |
| 0.0815 | 3.47 | |
| 0.8241 | 14.44 | |
| 0.6158 | 0.45 | |
| -0.5922 | -0.32 | |
| -0.4800 | -0.48 | |
| 1.1781 | 1.67 | |
| -2.1926 | -2.22 | |
| 3.5991 | 3.02 | |
| -3.8858 | -3.37 | |
| 2.5617 | 1.83 | |
| -0.8457 | -0.54 | |
| 0.4890 | 0.27 |
Estimation Period:
Oct 20, 2015 to Feb 6, 2026
Oct 20, 2015 to Feb 6, 2026
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