Momentum Group Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.09% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6977 | 6.62 | |
| 0.1150 | 7.49 | |
| 0.7993 | 28.94 | |
| -0.0149 | -3.84 | |
| 0.0203 | 3.54 | |
| -0.0081 | -1.48 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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