AUK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.19% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0535 | 6.00 | |
| 0.0640 | 4.79 | |
| 0.8756 | 38.30 | |
| -0.1010 | -1.32 | |
| 0.0876 | 0.77 | |
| -0.0014 | -0.02 | |
| 0.1447 | 1.95 | |
| -0.2997 | -3.46 | |
| 0.3051 | 2.40 | |
| -0.2031 | -1.12 | |
| 0.1264 | 0.72 | |
| -0.1719 | -1.52 | |
| 0.1864 | 2.91 |
Estimation Period:
Oct 16, 1996 to Feb 20, 2026
Oct 16, 1996 to Feb 20, 2026
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