Rani Zim Shoping C Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:38.75% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8876 | 4.16 | |
| 0.0647 | 2.92 | |
| 0.8451 | 14.98 | |
| 1.1223 | 2.53 | |
| -2.0082 | -3.04 | |
| 1.5377 | 3.75 | |
| -0.9607 | -2.94 | |
| 0.2157 | 0.63 | |
| 0.4424 | 0.86 |
Estimation Period:
Mar 21, 2018 to Feb 13, 2026
Mar 21, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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