QUESTE FPO Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:350.67% (-32.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.8812 | 4.13 | |
| 0.5129 | 59.94 | |
| 0.4862 | 55.54 | |
| -0.0446 | -0.02 | |
| 1.0132 | 0.39 | |
| -3.8031 | -2.12 | |
| 5.8583 | 2.40 | |
| -39.5707 | -8.82 | |
| 110.5840 | 15.37 | |
| -122.0665 | -15.44 | |
| 63.9162 | 12.26 | |
| -26.4456 | -6.06 | |
| 22.0023 | 3.85 |
Estimation Period:
Nov 11, 1998 to Oct 31, 2025
Nov 11, 1998 to Oct 31, 2025
News Impact Curve
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