Team PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:0.09% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6334 | 1.56 | |
| 0.3556 | 2.73 | |
| 0.5162 | 4.17 | |
| 23.4926 | 0.94 | |
| -43.4911 | -1.11 | |
| 14.3743 | 0.37 | |
| 29.8880 | 0.71 | |
| -59.5418 | -1.91 | |
| 72.3513 | 2.66 | |
| -60.3774 | -1.91 | |
| 32.4250 | 1.02 | |
| 9.6092 | 0.30 | |
| -168.0387 | -4.37 |
Estimation Period:
Mar 8, 2021 to Jan 23, 2026
Mar 8, 2021 to Jan 23, 2026
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