SSI Securities Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.52% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0667 | 8.14 | |
| 0.1071 | 10.40 | |
| 0.8690 | 67.96 | |
| 0.0004 | 0.49 |
Estimation Period:
Jul 2, 2007 to Feb 6, 2026
Jul 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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