AUK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.46% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0131 | 5.78 | |
| 0.0646 | 4.75 | |
| 0.8725 | 37.08 | |
| -0.1121 | -1.45 | |
| 0.1004 | 0.88 | |
| -0.0015 | -0.02 | |
| 0.1402 | 1.89 | |
| -0.2946 | -3.41 | |
| 0.3017 | 2.38 | |
| -0.2014 | -1.11 | |
| 0.1268 | 0.72 | |
| -0.1738 | -1.53 | |
| 0.1881 | 2.92 |
Estimation Period:
Oct 16, 1996 to Feb 13, 2026
Oct 16, 1996 to Feb 13, 2026
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