Synthetica Ad-Sofia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:293.48% (-13.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6352 | 2.72 | |
| 0.0644 | 1.72 | |
| 0.8999 | 20.59 | |
| 1.9016 | 2.00 | |
| -3.7128 | -2.54 | |
| 3.2594 | 2.26 | |
| -2.7698 | -1.52 | |
| 2.4991 | 1.37 | |
| -1.7115 | -1.51 | |
| 0.9746 | 1.13 | |
| -0.7509 | -0.64 | |
| 1.6116 | 0.88 | |
| -2.5761 | -1.44 |
Estimation Period:
May 20, 2013 to Jan 1, 2026
May 20, 2013 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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