Span DD (Zgse Span) - Span Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.54% (-4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9706 | 4.71 | |
| 0.2092 | 2.67 | |
| 0.4653 | 3.25 | |
| -0.0505 | -0.87 |
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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