Supreme PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.25% (-7.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5872 | 2.15 | |
| 0.2173 | 2.64 | |
| 0.3921 | 2.53 | |
| 5.3006 | 1.12 | |
| -4.0053 | -0.57 | |
| -7.7582 | -1.42 | |
| 13.9882 | 2.78 | |
| -13.2192 | -3.47 | |
| 9.3318 | 2.82 | |
| -5.6213 | -1.60 | |
| 1.8559 | 0.48 | |
| -0.0753 | -0.02 |
Estimation Period:
Feb 1, 2021 to Feb 6, 2026
Feb 1, 2021 to Feb 6, 2026
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