Protektor Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.81% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3376 | 4.16 | |
| 0.1606 | 5.91 | |
| 0.6698 | 11.75 | |
| 0.3372 | 1.08 | |
| -0.2376 | -0.51 | |
| -0.3761 | -1.22 | |
| 0.3720 | 1.28 | |
| -0.0028 | -0.01 | |
| 0.1061 | 0.23 | |
| -0.4229 | -0.67 | |
| -0.0279 | -0.04 | |
| 0.8872 | 2.10 | |
| -1.0091 | -4.12 |
Estimation Period:
May 13, 2009 to Feb 6, 2026
May 13, 2009 to Feb 6, 2026
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