Acadian Asset Management Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.02% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5179 | 5.76 | |
| 0.0969 | 3.59 | |
| 0.6859 | 8.04 | |
| -0.7876 | -1.65 | |
| 0.7397 | 1.03 | |
| 0.3944 | 0.78 | |
| -0.0781 | -0.16 | |
| -1.2728 | -2.27 | |
| 1.8997 | 3.31 | |
| -1.6520 | -3.39 | |
| 1.5937 | 3.30 | |
| -1.3588 | -1.95 |
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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