Pro Fin Capital Services Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.19% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0998 | 5.81 | |
| 0.2730 | 8.75 | |
| 0.5491 | 11.16 | |
| -0.6974 | -2.02 | |
| 1.6620 | 2.59 | |
| -2.3181 | -3.55 | |
| 2.6214 | 4.74 | |
| -1.7613 | -4.77 | |
| 0.6527 | 1.19 | |
| -0.3695 | -0.48 | |
| 0.2375 | 0.37 | |
| -0.0639 | -0.13 | |
| 0.1158 | 0.36 |
Estimation Period:
Sep 28, 2011 to Feb 6, 2026
Sep 28, 2011 to Feb 6, 2026
News Impact Curve
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