Acadian Asset Management Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.07% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5199 | 5.77 | |
| 0.0965 | 3.61 | |
| 0.6890 | 8.21 | |
| -0.7792 | -1.63 | |
| 0.7290 | 1.01 | |
| 0.3980 | 0.79 | |
| -0.0845 | -0.17 | |
| -1.2568 | -2.24 | |
| 1.8720 | 3.27 | |
| -1.6076 | -3.37 | |
| 1.5098 | 3.60 | |
| -1.1562 | -3.33 |
Estimation Period:
Oct 9, 2014 to Feb 6, 2026
Oct 9, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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