Mirbud Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.85% (-3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0014 | 4.65 | |
| 0.0948 | 3.80 | |
| 0.7414 | 11.38 | |
| 0.3347 | 1.58 | |
| -0.3306 | -1.09 | |
| -0.2981 | -1.45 | |
| 0.7524 | 3.17 | |
| -0.9927 | -3.51 | |
| 0.9863 | 3.90 | |
| -0.6629 | -2.86 | |
| 0.2538 | 1.23 | |
| -0.1398 | -0.80 | |
| 0.1804 | 1.49 |
Estimation Period:
Dec 29, 2008 to Feb 6, 2026
Dec 29, 2008 to Feb 6, 2026
News Impact Curve
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