Ac Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.55% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2936 | 5.96 | |
| 0.0960 | 4.23 | |
| 0.6490 | 7.39 | |
| 0.3039 | 1.75 | |
| -0.4249 | -1.53 | |
| -0.0038 | -0.02 | |
| 0.4465 | 2.20 | |
| -0.6595 | -3.71 | |
| 0.6182 | 4.04 | |
| -0.5047 | -3.72 | |
| 0.3263 | 3.01 |
Estimation Period:
Aug 11, 2011 to Feb 6, 2026
Aug 11, 2011 to Feb 6, 2026
News Impact Curve
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