CI Tech Giants Covrd Call Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.68% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1389 | 5.85 | |
| 0.1055 | 6.26 | |
| 0.8320 | 33.66 | |
| 0.0396 | 3.34 | |
| -0.0648 | -3.17 |
Estimation Period:
Oct 26, 2011 to Feb 6, 2026
Oct 26, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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