Lokman Hekim Engurusag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.61% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8849 | 9.96 | |
| 0.1752 | 6.04 | |
| 0.6950 | 16.53 | |
| -0.0012 | -1.62 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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