Talaat Moustafa Group Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:30.92% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0371 | 6.15 | |
| 0.1083 | 5.69 | |
| 0.8455 | 29.58 | |
| -0.0004 | -0.18 |
Estimation Period:
Nov 28, 2007 to Feb 12, 2026
Nov 28, 2007 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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