Ac Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.88% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3016 | 5.98 | |
| 0.0963 | 4.20 | |
| 0.6481 | 7.37 | |
| 0.3095 | 1.80 | |
| -0.4334 | -1.57 | |
| 0.0018 | 0.01 | |
| 0.4419 | 2.18 | |
| -0.6570 | -3.71 | |
| 0.6182 | 4.17 | |
| -0.5077 | -3.38 | |
| 0.3280 | 1.02 |
Estimation Period:
Aug 11, 2011 to Feb 13, 2026
Aug 11, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities