Axa Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.57% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7849 | 7.08 | |
| 0.1189 | 7.33 | |
| 0.8444 | 46.73 | |
| -0.0437 | -3.71 | |
| 0.0630 | 3.32 | |
| -0.0227 | -1.98 |
Estimation Period:
Oct 16, 2006 to Feb 6, 2026
Oct 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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