Veljan Denison Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.86% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1492 | 14.76 | |
| 0.1404 | 6.20 | |
| 0.6894 | 15.11 | |
| 0.0116 | 2.38 | |
| -0.0247 | -2.33 |
Estimation Period:
May 14, 2010 to Feb 6, 2026
May 14, 2010 to Feb 6, 2026
News Impact Curve
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