Alue Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.80% (-5.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3590 | 2.74 | |
| 0.1998 | 4.44 | |
| 0.5740 | 6.40 | |
| -0.8913 | -0.36 | |
| 2.1683 | 0.59 | |
| -2.0982 | -1.04 | |
| 0.6659 | 0.42 | |
| 1.4400 | 0.86 | |
| -4.0729 | -2.09 | |
| 5.2887 | 3.01 | |
| -3.1189 | -3.00 |
Estimation Period:
Dec 11, 2018 to Feb 13, 2026
Dec 11, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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