Span DD (Zgse Span) - Span Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.77% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0640 | 6.06 | |
| 0.2164 | 2.67 | |
| 0.4661 | 3.30 | |
| 0.0035 | 0.24 |
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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