Span DD (Zgse Span) - Span MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.71% (-5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.3045 | 13.42 | |
| 0.2204 | 4.22 | |
| -0.1758 | -5.67 | |
| 1.7235 | 0.03 | |
| 0.1025 | 0.03 | |
| 0.3172 | 0.01 |
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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