Pasupati Spinning & Weaving Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.10% (-3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9225 | 3.95 | |
| 0.1049 | 6.23 | |
| 0.8492 | 26.98 | |
| -0.8344 | -1.33 | |
| 1.6902 | 1.74 | |
| -1.8361 | -2.18 | |
| 1.6510 | 1.23 | |
| -1.7266 | -1.00 | |
| 3.5218 | 2.67 | |
| -4.7392 | -9.87 | |
| 3.1831 | 3.40 | |
| -0.7226 | -0.69 | |
| -0.5863 | -0.47 |
Estimation Period:
Nov 22, 2013 to Feb 13, 2026
Nov 22, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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