Market Creators Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.29% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4243 | 14.00 | |
| 0.1572 | 6.28 | |
| 0.5884 | 6.98 | |
| 0.1742 | 1.51 | |
| -0.2514 | -1.35 | |
| 0.0971 | 0.56 | |
| -0.1402 | -0.55 | |
| 0.6407 | 1.49 | |
| -1.6843 | -2.62 | |
| 2.6979 | 3.88 | |
| -2.2011 | -3.78 | |
| 0.4495 | 1.25 | |
| 0.3693 | 2.24 |
Estimation Period:
Feb 10, 2009 to Jan 30, 2026
Feb 10, 2009 to Jan 30, 2026
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