The Dust Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.64% (+7.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3434 | 3.25 | |
| 0.2748 | 4.65 | |
| 0.1637 | 1.84 | |
| 2.4541 | 1.55 | |
| -3.4376 | -1.53 | |
| 1.3796 | 0.96 | |
| -1.4528 | -1.08 | |
| 3.5351 | 1.85 | |
| -5.6011 | -2.03 | |
| 6.1672 | 2.47 | |
| -4.2078 | -2.32 | |
| 0.2941 | 0.16 | |
| 1.4402 | 1.00 |
Estimation Period:
Apr 16, 2018 to Feb 6, 2026
Apr 16, 2018 to Feb 6, 2026
News Impact Curve
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