Auto & Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.43% (-9.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4012 | 2.41 | |
| 0.3764 | 1.25 | |
| 0.3915 | 1.75 | |
| 11.7283 | 2.80 | |
| -17.7822 | -2.30 | |
| 15.1038 | 2.33 | |
| -17.6354 | -3.23 | |
| 19.2676 | 4.03 | |
| -24.2569 | -4.38 | |
| 25.8382 | 3.58 | |
| -17.2430 | -2.92 |
Estimation Period:
Jan 20, 2022 to Feb 6, 2026
Jan 20, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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