Paul Merchants Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.63% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1532 | 2.89 | |
| 0.1311 | 4.94 | |
| 0.7632 | 15.47 | |
| 0.0749 | 0.36 | |
| -0.0026 | -0.01 | |
| -0.2600 | -1.48 | |
| 0.4072 | 1.75 | |
| -0.8120 | -2.04 |
Estimation Period:
Apr 22, 2015 to Feb 6, 2026
Apr 22, 2015 to Feb 6, 2026
News Impact Curve
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