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Volatility Prediction for Friday, February 13th, 2026:17.29% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 11.19 | |
| 0.0709 | 15.53 | |
| 0.8969 | 360.35 | |
| 0.0644 | 7.13 |
Estimation Period:
Feb 17, 2004 to Feb 6, 2026
Feb 17, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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