Ayvens SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.84% (+6.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9037 | 4.67 | |
| 0.0995 | 2.75 | |
| 0.6062 | 4.30 | |
| 0.3167 | 0.33 | |
| -0.2973 | -0.21 | |
| 0.8068 | 0.91 | |
| -2.8012 | -3.02 | |
| 3.9161 | 3.71 | |
| -3.1343 | -2.81 | |
| 2.2820 | 2.17 | |
| -1.9789 | -2.20 | |
| 0.7016 | 0.90 | |
| 0.5862 | 0.85 |
Estimation Period:
Jun 19, 2017 to Feb 13, 2026
Jun 19, 2017 to Feb 13, 2026
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