Pervez Ahmed Consultancy Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.64% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8413 | 7.72 | |
| 0.2427 | 6.97 | |
| 0.5900 | 13.29 | |
| 0.0643 | 0.71 | |
| -0.1733 | -1.19 | |
| 0.1186 | 1.08 | |
| 0.1761 | 1.75 | |
| -0.4553 | -4.50 | |
| 0.5592 | 4.17 | |
| -0.7719 | -2.79 |
Estimation Period:
Feb 12, 2008 to Feb 6, 2026
Feb 12, 2008 to Feb 6, 2026
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