Atlantic Sapphire ASA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:50.04% (-14.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3188 | 3.85 | |
| 0.5897 | 8.76 | |
| 0.4044 | 6.17 | |
| 2.8086 | 0.59 | |
| -4.4491 | -0.63 | |
| 1.8381 | 0.45 | |
| 0.7316 | 0.14 | |
| -4.3050 | -0.65 | |
| 10.7077 | 2.16 | |
| -17.2169 | -6.11 | |
| 14.6592 | 7.24 |
Estimation Period:
May 7, 2020 to Feb 13, 2026
May 7, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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