Alpen Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.02% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1468 | 6.33 | |
| 0.1224 | 4.89 | |
| 0.7106 | 12.21 | |
| -0.4500 | -3.08 | |
| 0.5203 | 2.33 | |
| 0.0860 | 0.42 | |
| -0.3036 | -1.47 | |
| 0.3279 | 1.90 | |
| -0.3997 | -2.02 | |
| 0.6182 | 2.62 | |
| -0.9971 | -4.20 | |
| 0.9211 | 4.07 | |
| -0.2033 | -0.79 |
Estimation Period:
Mar 28, 2006 to Feb 13, 2026
Mar 28, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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