Lubelski Wegiel Bogdanka Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.84% (-4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7324 | 4.09 | |
| 0.1582 | 6.49 | |
| 0.7136 | 15.98 | |
| -0.0694 | -0.19 | |
| 0.0013 | 0.00 | |
| 0.4258 | 1.58 | |
| -0.8501 | -3.14 | |
| 0.8140 | 2.98 | |
| -0.3815 | -1.63 | |
| 0.0856 | 0.40 | |
| -0.3233 | -1.19 | |
| 0.6170 | 1.37 |
Estimation Period:
Jul 22, 2009 to Feb 6, 2026
Jul 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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