Mezza Qstp LLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:13.97% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6810 | 1.45 | |
| 0.0421 | 1.72 | |
| 0.6923 | 3.13 | |
| -14.2142 | -0.89 | |
| 45.7143 | 2.31 | |
| -65.2767 | -5.43 | |
| 56.5064 | 4.22 | |
| -30.0490 | -2.51 | |
| 8.5825 | 0.82 | |
| 7.0196 | 0.65 | |
| -26.3258 | -2.24 | |
| 27.4850 | 3.12 |
Estimation Period:
Aug 23, 2023 to Feb 5, 2026
Aug 23, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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