Avantia Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.69% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8837 | 2.82 | |
| 0.2758 | 5.78 | |
| 0.5504 | 9.96 | |
| -0.5686 | -2.84 | |
| 1.0902 | 4.11 | |
| -1.0863 | -7.77 | |
| 1.0173 | 7.27 | |
| -0.6879 | -5.00 | |
| 0.2601 | 1.85 | |
| 0.1320 | 0.80 | |
| -0.4014 | -2.33 | |
| 0.3616 | 2.68 | |
| -0.1006 | -1.15 |
Estimation Period:
Jul 24, 2002 to Feb 10, 2026
Jul 24, 2002 to Feb 10, 2026
News Impact Curve
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