Mezza Qstp LLC Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:9.38% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7058 | 1.42 | |
| 0.0304 | 1.26 | |
| 0.6517 | 2.05 | |
| -14.2558 | -0.86 | |
| 46.1797 | 2.24 | |
| -66.3659 | -5.87 | |
| 58.2671 | 4.65 | |
| -32.5888 | -2.86 | |
| 11.8242 | 1.17 | |
| 2.3972 | 0.22 | |
| -17.7150 | -1.29 | |
| 5.3760 | 0.28 |
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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