Span DD (Zgse Span) - Span AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.27% (-8.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9897 | 12.70 | |
| 0.2240 | 12.43 | |
| 0.4064 | 14.12 | |
| -0.8434 | -6.98 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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