Papoytsanis Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.82% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8642 | 4.39 | |
| 0.1402 | 8.98 | |
| 0.7594 | 27.21 | |
| 0.0899 | 1.25 | |
| -0.1791 | -1.82 | |
| 0.1939 | 3.43 | |
| -0.2035 | -3.85 | |
| 0.1822 | 3.13 | |
| -0.2012 | -2.78 | |
| 0.1895 | 2.52 | |
| -0.1441 | -2.25 | |
| 0.1346 | 2.07 | |
| 0.0171 | 0.18 |
Estimation Period:
Aug 31, 1992 to Feb 6, 2026
Aug 31, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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