ABM International Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.88% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8636 | 1.67 | |
| 0.2445 | 6.23 | |
| 0.6582 | 10.16 | |
| 3.6378 | 1.54 | |
| -6.1823 | -2.00 | |
| 2.7788 | 1.75 | |
| 1.2960 | 0.66 | |
| -2.4887 | -1.06 | |
| 1.1728 | 0.59 | |
| -0.7064 | -0.59 | |
| 1.2069 | 1.65 | |
| -1.4381 | -1.94 | |
| 1.7113 | 1.40 |
Estimation Period:
Jun 29, 2016 to Feb 6, 2026
Jun 29, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ABM International Limited Analyses
Other Spline-GARCH Analyses on International Equities