Aval Data Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.90% (+11.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2760 | 5.61 | |
| 0.1191 | 6.02 | |
| 0.7086 | 17.49 | |
| 0.1068 | 1.62 | |
| -0.1580 | -1.67 | |
| 0.0004 | 0.01 | |
| 0.1691 | 3.39 | |
| -0.2609 | -4.19 | |
| 0.2960 | 4.68 | |
| -0.2344 | -4.36 | |
| 0.0663 | 1.21 | |
| 0.0497 | 0.93 | |
| -0.0445 | -1.10 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
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