Sovereign's Capital Flourish Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.64% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0297 | 5.58 | |
| 0.1264 | 1.99 | |
| 0.5650 | 2.27 | |
| 0.9749 | 1.92 | |
| -2.3022 | -2.23 |
Estimation Period:
Oct 3, 2023 to Feb 6, 2026
Oct 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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