Paul Merchants Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.48% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2726 | 1.77 | |
| 0.1268 | 4.94 | |
| 0.7521 | 15.30 | |
| 0.5472 | 0.40 | |
| -0.6246 | -0.35 | |
| 0.0095 | 0.01 | |
| 0.6211 | 0.77 | |
| -1.4587 | -2.07 | |
| 1.4166 | 1.54 | |
| -0.8173 | -0.78 | |
| 0.9582 | 0.94 | |
| -1.8001 | -1.72 | |
| 1.8489 | 2.46 |
Estimation Period:
Apr 22, 2015 to Feb 6, 2026
Apr 22, 2015 to Feb 6, 2026
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