AUK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.53% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9664 | 5.45 | |
| 0.0676 | 4.89 | |
| 0.8707 | 37.81 | |
| -0.1443 | -1.82 | |
| 0.1483 | 1.27 | |
| -0.0261 | -0.32 | |
| 0.1520 | 2.02 | |
| -0.2966 | -3.34 | |
| 0.2998 | 2.31 | |
| -0.2010 | -1.09 | |
| 0.1267 | 0.72 | |
| -0.1702 | -1.51 | |
| 0.1826 | 2.76 |
Estimation Period:
Oct 16, 1996 to Jan 30, 2026
Oct 16, 1996 to Jan 30, 2026
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