Amica SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.13% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1775 | 5.46 | |
| 0.1235 | 2.55 | |
| 0.4546 | 2.16 | |
| 4.6179 | 2.62 | |
| -7.0427 | -2.53 | |
| 2.6384 | 1.28 | |
| 1.0521 | 0.58 | |
| -4.3118 | -1.98 | |
| 8.0738 | 3.20 | |
| -9.4672 | -3.42 | |
| 6.0167 | 2.65 |
Estimation Period:
Mar 4, 2021 to Feb 6, 2026
Mar 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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