Speedy Ad-Sofia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:72.23% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3129 | 2.99 | |
| 0.0608 | 2.93 | |
| 0.8414 | 16.83 | |
| 0.3079 | 0.58 | |
| -1.0163 | -1.37 | |
| 0.8954 | 1.75 | |
| 0.0721 | 0.12 | |
| -0.8592 | -1.34 | |
| 1.2294 | 2.18 | |
| -0.8093 | -1.53 | |
| -0.0424 | -0.07 | |
| 0.8177 | 0.87 | |
| -1.0377 | -1.10 |
Estimation Period:
Nov 14, 2012 to Jan 23, 2026
Nov 14, 2012 to Jan 23, 2026
News Impact Curve
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