Rose Merc Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.29% (-7.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5421 | 1.63 | |
| 0.2560 | 5.42 | |
| 0.6944 | 10.63 | |
| 0.0114 | 0.05 |
Estimation Period:
May 4, 2022 to Feb 13, 2026
May 4, 2022 to Feb 13, 2026
News Impact Curve
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