Trace Group Hold AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:83.00% (-7.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7332 | 5.18 | |
| 0.1411 | 5.61 | |
| 0.6724 | 14.00 | |
| 0.7164 | 2.99 | |
| -0.7204 | -2.03 | |
| -0.2118 | -0.87 | |
| 0.3918 | 1.82 | |
| -0.1536 | -0.76 | |
| -0.0535 | -0.26 | |
| 0.0403 | 0.17 | |
| -0.1677 | -0.60 | |
| 0.5784 | 1.50 | |
| -0.7008 | -1.85 |
Estimation Period:
Sep 12, 2008 to Feb 6, 2026
Sep 12, 2008 to Feb 6, 2026
News Impact Curve
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