Protektor Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.65% (+6.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3508 | 4.23 | |
| 0.1587 | 5.89 | |
| 0.6702 | 11.73 | |
| 0.3528 | 1.14 | |
| -0.2567 | -0.55 | |
| -0.3759 | -1.22 | |
| 0.3827 | 1.32 | |
| -0.0188 | -0.06 | |
| 0.1211 | 0.27 | |
| -0.4334 | -0.69 | |
| -0.0224 | -0.04 | |
| 0.8849 | 1.90 | |
| -1.0091 | -2.00 |
Estimation Period:
May 13, 2009 to Feb 6, 2026
May 13, 2009 to Feb 6, 2026
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