Amica SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.50% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1868 | 5.53 | |
| 0.1302 | 2.52 | |
| 0.4034 | 1.89 | |
| 4.7279 | 2.70 | |
| -7.1990 | -2.61 | |
| 2.6710 | 1.31 | |
| 1.1350 | 0.64 | |
| -4.5353 | -2.10 | |
| 8.6109 | 3.37 | |
| -10.8611 | -3.61 | |
| 9.9746 | 2.62 |
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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