Sonmez Filament Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.17% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3907 | 6.87 | |
| 0.2572 | 9.90 | |
| 0.5871 | 15.89 | |
| 0.0234 | 0.56 | |
| -0.1019 | -1.59 | |
| 0.1830 | 3.79 | |
| -0.1990 | -3.79 | |
| 0.1743 | 2.81 | |
| -0.1132 | -1.81 | |
| 0.0497 | 0.84 | |
| -0.0315 | -0.46 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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