AUK Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.18% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0128 | 5.94 | |
| 0.0792 | 5.58 | |
| 0.8348 | 34.69 | |
| -0.1326 | -1.82 | |
| 0.1370 | 1.27 | |
| -0.0297 | -0.40 | |
| 0.1615 | 2.34 | |
| -0.3104 | -3.84 | |
| 0.3067 | 2.59 | |
| -0.1833 | -1.08 | |
| 0.0624 | 0.38 | |
| -0.0062 | -0.04 | |
| -0.2926 | -0.91 |
Estimation Period:
Oct 16, 1996 to Feb 6, 2026
Oct 16, 1996 to Feb 6, 2026
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