Pinetree Capital Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.40% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5887 | 16.69 | |
| 0.1024 | 37.21 | |
| 0.8818 | 307.99 |
Estimation Period:
Dec 16, 1999 to Feb 6, 2026
Dec 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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