Tappalpha SPY Gwth & DLY Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.98% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0365 | 4.13 | |
| 0.0720 | 1.17 | |
| 0.0000 | 0.00 | |
| 50.8214 | 1.76 | |
| -71.1501 | -1.59 | |
| 63.7367 | 1.89 | |
| -130.9043 | -3.19 | |
| 146.3926 | 3.55 | |
| -56.6408 | -1.47 | |
| -33.6251 | -0.80 | |
| 90.6506 | 1.94 |
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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