Axa Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.24% (-3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5696 | 4.55 | |
| 0.1213 | 7.10 | |
| 0.8258 | 40.76 | |
| -0.2270 | -2.12 | |
| 0.2156 | 1.44 | |
| 0.0664 | 0.82 | |
| -0.1356 | -1.49 | |
| 0.2207 | 1.98 | |
| -0.3166 | -2.67 | |
| 0.4736 | 2.72 |
Estimation Period:
Oct 16, 2006 to Feb 6, 2026
Oct 16, 2006 to Feb 6, 2026
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