Austem Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.74% (-3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0403 | 6.21 | |
| 0.1219 | 5.97 | |
| 0.7743 | 18.63 | |
| 0.2452 | 2.59 | |
| -0.3237 | -2.26 | |
| 0.1543 | 1.54 | |
| -0.2747 | -2.61 | |
| 0.4759 | 4.09 | |
| -0.4069 | -3.03 | |
| 0.1506 | 1.18 | |
| -0.1347 | -1.18 | |
| 0.2108 | 1.57 |
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Jan 19, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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