CI Energy Giants Coverd Call Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.26% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8199 | 3.87 | |
| 0.0894 | 2.91 | |
| 0.7949 | 14.76 | |
| -1.8489 | -3.33 | |
| 2.8409 | 3.21 | |
| -1.2763 | -2.02 | |
| 0.8091 | 1.61 | |
| -1.2865 | -2.45 | |
| 1.2733 | 2.58 | |
| -1.2837 | -3.04 | |
| 1.8351 | 3.41 | |
| -2.2913 | -2.14 |
Estimation Period:
Feb 10, 2015 to Feb 6, 2026
Feb 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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