Pasupati Spinning & Weaving Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:83.13% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9278 | 3.95 | |
| 0.1043 | 6.20 | |
| 0.8503 | 26.97 | |
| -0.8103 | -1.28 | |
| 1.6461 | 1.69 | |
| -1.8025 | -2.13 | |
| 1.6467 | 1.22 | |
| -1.7811 | -1.04 | |
| 3.6188 | 2.86 | |
| -4.8038 | -10.36 | |
| 3.1730 | 3.32 | |
| -0.6858 | -0.77 | |
| -0.5744 | -1.14 |
Estimation Period:
Nov 22, 2013 to Jan 30, 2026
Nov 22, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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