Momentum Group Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.03% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7097 | 6.65 | |
| 0.1151 | 7.53 | |
| 0.8017 | 29.77 | |
| -0.0141 | -3.79 | |
| 0.0184 | 3.59 | |
| -0.0048 | -1.95 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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