Mukta Arts Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.78% (-5.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5519 | 8.39 | |
| 0.1420 | 6.87 | |
| 0.6090 | 11.35 | |
| 0.1003 | 3.79 | |
| -0.1384 | -3.43 | |
| 0.0662 | 2.24 | |
| -0.0583 | -2.06 | |
| 0.0402 | 1.54 | |
| -0.0051 | -0.27 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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