Spritzer BHD GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.11% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 6.83 | |
| 0.0245 | 15.25 | |
| 0.9739 | 547.43 |
Estimation Period:
Aug 19, 2002 to Feb 6, 2026
Aug 19, 2002 to Feb 6, 2026
News Impact Curve
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