MFG Invest Ead-Sofia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:81.57% (-12.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6213 | 0.09 | |
| 0.9892 | 0.02 | |
| 0.0107 | 0.00 | |
| -114.1714 | -0.03 | |
| 182.9662 | 0.03 | |
| -77.0755 | -0.03 | |
| -39.0405 | -0.02 | |
| 98.8820 | 0.07 | |
| -95.9545 | -0.10 | |
| 78.7728 | 0.15 | |
| -64.4664 | -0.17 | |
| 59.4154 | 0.35 | |
| -44.0604 | -0.60 |
Estimation Period:
Jan 6, 2023 to Jan 16, 2026
Jan 6, 2023 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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