Myhotelmatch SACA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.82% (-3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3947 | 1.77 | |
| 0.1497 | 7.78 | |
| 0.7964 | 32.12 | |
| -0.5191 | -3.93 | |
| 0.6290 | 4.17 | |
| 0.2316 | 1.95 | |
| -0.9733 | -7.86 | |
| 1.1550 | 5.90 | |
| -0.9961 | -3.54 | |
| 0.8964 | 3.89 | |
| -0.5200 | -3.51 | |
| 0.0019 | 0.01 |
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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