Octave Specialty Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.94% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9285 | 6.26 | |
| 0.2075 | 5.01 | |
| 0.5807 | 8.59 | |
| 0.0202 | 0.08 | |
| 0.0783 | 0.19 | |
| -0.4481 | -1.17 | |
| 0.8316 | 2.36 | |
| -0.8641 | -3.44 | |
| 0.7101 | 3.47 | |
| -0.5077 | -3.03 |
Estimation Period:
May 1, 2013 to Feb 6, 2026
May 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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