Aubex Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.87% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8186 | 5.76 | |
| 0.1704 | 6.37 | |
| 0.7623 | 23.08 | |
| 0.2081 | 2.03 | |
| -0.4740 | -2.94 | |
| 0.4224 | 3.92 | |
| -0.1537 | -1.51 | |
| -0.2132 | -1.93 | |
| 0.4834 | 3.60 | |
| -0.4627 | -2.91 | |
| 0.3028 | 2.31 | |
| -0.1938 | -1.87 | |
| 0.1123 | 0.76 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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