Manati Capital Hedge Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.37% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3712 | 2.31 | |
| 0.1706 | 3.19 | |
| 0.5075 | 3.78 | |
| -10.1863 | -4.13 | |
| 14.3330 | 4.23 | |
| -6.9383 | -3.21 | |
| 5.0559 | 1.98 |
Estimation Period:
Aug 29, 2022 to Feb 6, 2026
Aug 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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