Ayvens SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.04% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9062 | 4.69 | |
| 0.1035 | 2.75 | |
| 0.5913 | 4.12 | |
| 0.3428 | 0.36 | |
| -0.3503 | -0.25 | |
| 0.8676 | 0.98 | |
| -2.8697 | -3.09 | |
| 3.9686 | 3.75 | |
| -3.1338 | -2.81 | |
| 2.1686 | 2.08 | |
| -1.6335 | -1.84 | |
| -0.1517 | -0.18 | |
| 2.8515 | 2.19 |
Estimation Period:
Jun 19, 2017 to Feb 13, 2026
Jun 19, 2017 to Feb 13, 2026
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