Vaxtex Cotfab Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.84% (+3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0049 | 2.32 | |
| 0.1650 | 2.87 | |
| 0.5722 | 3.58 | |
| 9.6570 | 1.46 | |
| -14.4457 | -1.43 | |
| 8.7351 | 1.46 | |
| -6.5023 | -1.39 | |
| 2.0250 | 0.41 | |
| 1.6734 | 0.47 | |
| -0.8393 | -0.32 | |
| -1.1085 | -0.46 | |
| 1.5703 | 0.72 | |
| -1.1177 | -0.73 |
Estimation Period:
Jan 13, 2020 to Feb 6, 2026
Jan 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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