Tappalpha SPY Gwth & DLY Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.79% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0109 | -1.13 | |
| 0.1131 | 12.95 | |
| 0.8019 | 56.17 | |
| 0.9385 | 19.30 |
Estimation Period:
Aug 15, 2024 to Feb 6, 2026
Aug 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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