AUCMA Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.79% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7773 | 6.38 | |
| 0.1303 | 9.35 | |
| 0.8247 | 44.20 | |
| 0.2304 | 4.54 | |
| -0.4147 | -4.86 | |
| 0.2434 | 3.35 | |
| -0.0759 | -1.19 | |
| 0.0316 | 0.54 | |
| -0.0140 | -0.22 | |
| -0.0024 | -0.04 |
Estimation Period:
Jan 1, 2001 to Feb 6, 2026
Jan 1, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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