Solocal Group Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.75% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2436 | 3.44 | |
| 0.1411 | 6.19 | |
| 0.7029 | 15.66 | |
| 0.0176 | 0.09 | |
| -0.3713 | -1.93 | |
| 0.7220 | 3.24 | |
| -0.5681 | -2.48 | |
| 0.2832 | 1.40 | |
| -0.3096 | -1.43 | |
| 0.5403 | 2.69 | |
| -0.6109 | -3.25 | |
| 0.6140 | 2.41 | |
| -0.9248 | -1.86 |
Estimation Period:
Jul 7, 2004 to Feb 6, 2026
Jul 7, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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