Myhotelmatch SACA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.03% (-4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3979 | 1.78 | |
| 0.1503 | 7.62 | |
| 0.7960 | 31.61 | |
| -0.5168 | -3.92 | |
| 0.6281 | 4.17 | |
| 0.2256 | 1.91 | |
| -0.9632 | -7.81 | |
| 1.1453 | 5.89 | |
| -0.9913 | -3.54 | |
| 0.9038 | 3.96 | |
| -0.5529 | -4.18 | |
| 0.0954 | 1.16 |
Estimation Period:
Sep 18, 1990 to Feb 6, 2026
Sep 18, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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