AUK Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.85% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0124 | 5.94 | |
| 0.0797 | 5.59 | |
| 0.8337 | 34.49 | |
| -0.1323 | -1.81 | |
| 0.1364 | 1.27 | |
| -0.0291 | -0.39 | |
| 0.1611 | 2.33 | |
| -0.3102 | -3.84 | |
| 0.3067 | 2.59 | |
| -0.1833 | -1.08 | |
| 0.0623 | 0.38 | |
| -0.0060 | -0.04 | |
| -0.2940 | -0.91 |
Estimation Period:
Oct 16, 1996 to Jan 30, 2026
Oct 16, 1996 to Jan 30, 2026
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