Trucap Finance Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.06% (-4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9605 | 3.57 | |
| 0.2789 | 6.55 | |
| 0.5400 | 9.57 | |
| 1.3342 | 2.87 | |
| -2.0897 | -2.93 | |
| 1.2501 | 2.21 | |
| -0.9006 | -1.90 | |
| 0.4443 | 1.32 | |
| 0.0516 | 0.23 |
Estimation Period:
Feb 9, 2017 to Feb 6, 2026
Feb 9, 2017 to Feb 6, 2026
News Impact Curve
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