AUK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.79% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9909 | 5.70 | |
| 0.0651 | 4.76 | |
| 0.8708 | 36.65 | |
| -0.1211 | -1.58 | |
| 0.1109 | 0.98 | |
| -0.0050 | -0.06 | |
| 0.1460 | 2.00 | |
| -0.3022 | -3.54 | |
| 0.3081 | 2.47 | |
| -0.2055 | -1.16 | |
| 0.1295 | 0.76 | |
| -0.1745 | -1.58 | |
| 0.1865 | 2.89 |
Estimation Period:
Oct 16, 1996 to Feb 6, 2026
Oct 16, 1996 to Feb 6, 2026
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