Aucfan Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.00% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3558 | 6.31 | |
| 0.2402 | 4.81 | |
| 0.2667 | 3.16 | |
| 0.5488 | 1.42 | |
| 0.2412 | 0.40 | |
| -1.8865 | -3.84 | |
| 2.2148 | 4.16 | |
| -1.6744 | -3.20 | |
| 0.8082 | 1.62 | |
| -0.8651 | -1.54 | |
| 1.3171 | 2.05 | |
| -1.5193 | -2.64 | |
| 1.3553 | 3.52 |
Estimation Period:
Apr 25, 2013 to Feb 10, 2026
Apr 25, 2013 to Feb 10, 2026
News Impact Curve
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