ABM International Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:62.81% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7595 | 1.58 | |
| 0.2443 | 6.60 | |
| 0.6743 | 11.92 | |
| 1.7892 | 1.05 | |
| -3.6998 | -1.60 | |
| 3.3263 | 2.58 | |
| -1.6605 | -1.38 | |
| -0.0802 | -0.08 | |
| 0.4678 | 0.64 | |
| -0.1498 | -0.25 | |
| -0.0240 | -0.06 |
Estimation Period:
Jun 29, 2016 to Feb 6, 2026
Jun 29, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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