Mozaffar Hossain Spinning Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:55.64% (+10.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2042 | 0.19 | |
| 0.5635 | 5.04 | |
| 0.4281 | 154.03 | |
| -1.7879 | -0.86 | |
| 2.0873 | 0.82 | |
| -0.0133 | -0.02 | |
| -0.6126 | -0.73 | |
| -0.0007 | -0.00 | |
| 2.5571 | 1.35 | |
| -43.3094 | -15.62 | |
| 129.9846 | 50.41 | |
| -153.4861 | -46.77 | |
| 79.2655 | 24.12 |
Estimation Period:
Jan 21, 2014 to Feb 5, 2026
Jan 21, 2014 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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