Rana Gruber Asa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.86% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7235 | 9.71 | |
| 0.2876 | 3.08 | |
| 0.2507 | 1.94 | |
| 0.0517 | 5.94 |
Estimation Period:
Feb 26, 2021 to Feb 6, 2026
Feb 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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