Vertex Securities Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.19% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1203 | 9.79 | |
| 0.1711 | 9.56 | |
| 0.7633 | 27.71 | |
| 0.0275 | 2.22 | |
| -0.0572 | -3.06 | |
| 0.0462 | 4.56 |
Estimation Period:
Oct 9, 2008 to Feb 6, 2026
Oct 9, 2008 to Feb 6, 2026
News Impact Curve
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