Penguen Gida Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.49% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1168 | 6.16 | |
| 0.1875 | 8.79 | |
| 0.6683 | 17.53 | |
| 0.0847 | 0.93 | |
| -0.1457 | -1.03 | |
| 0.2312 | 2.66 | |
| -0.3637 | -4.93 | |
| 0.3325 | 3.97 | |
| -0.1904 | -2.28 | |
| 0.0784 | 0.84 | |
| -0.0332 | -0.32 | |
| -0.0397 | -0.46 | |
| 0.0784 | 1.55 |
Estimation Period:
Apr 21, 1998 to Feb 6, 2026
Apr 21, 1998 to Feb 6, 2026
News Impact Curve
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