Recrusul Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:120.81% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6658 | 5.62 | |
| 0.1409 | 4.56 | |
| 0.7330 | 15.71 | |
| 0.2319 | 0.53 | |
| 0.2423 | 0.35 | |
| -0.7916 | -1.92 | |
| 0.5349 | 1.77 | |
| -0.7114 | -2.01 | |
| 0.9187 | 2.44 | |
| -0.5429 | -2.25 | |
| 0.3178 | 0.98 | |
| -0.6326 | -1.49 | |
| 1.0303 | 1.52 |
Estimation Period:
Jul 10, 2006 to Feb 6, 2026
Jul 10, 2006 to Feb 6, 2026
News Impact Curve
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