Synthetica Ad-Sofia Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:345.99% (-13.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6640 | 2.70 | |
| 0.0666 | 1.97 | |
| 0.8999 | 22.50 | |
| 2.0184 | 2.07 | |
| -3.9059 | -2.62 | |
| 3.3849 | 2.30 | |
| -2.8350 | -1.53 | |
| 2.4648 | 1.33 | |
| -1.4813 | -1.30 | |
| 0.2921 | 0.36 | |
| 0.8012 | 0.73 | |
| -1.7192 | -1.09 | |
| 4.3004 | 1.47 |
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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