Momentum Group Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.14% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4924 | 3.17 | |
| 0.0655 | 5.30 | |
| 0.8561 | 24.66 | |
| 0.2005 | 2.75 | |
| -0.2913 | -3.00 | |
| 0.1654 | 3.61 | |
| -0.1119 | -2.98 | |
| 0.0404 | 1.05 | |
| 0.0026 | 0.08 |
Estimation Period:
Sep 28, 2001 to Feb 6, 2026
Sep 28, 2001 to Feb 6, 2026
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