Aucfan Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.90% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3447 | 6.35 | |
| 0.2405 | 4.85 | |
| 0.2522 | 2.96 | |
| 0.5278 | 1.37 | |
| 0.2841 | 0.47 | |
| -1.9316 | -3.95 | |
| 2.2569 | 4.25 | |
| -1.7015 | -3.27 | |
| 0.8098 | 1.63 | |
| -0.8281 | -1.47 | |
| 1.2077 | 1.85 | |
| -1.2365 | -1.85 | |
| 0.5392 | 0.69 |
Estimation Period:
Apr 25, 2013 to Feb 10, 2026
Apr 25, 2013 to Feb 10, 2026
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