Buzzi SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.07% (+6.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5226 | 4.65 | |
| 0.0679 | 5.77 | |
| 0.8788 | 48.35 | |
| 0.0912 | 4.01 | |
| -0.1293 | -4.09 | |
| 0.0382 | 1.66 | |
| 0.0148 | 0.69 | |
| -0.0200 | -1.19 |
Estimation Period:
Feb 16, 2000 to Feb 6, 2026
Feb 16, 2000 to Feb 6, 2026
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