Ackermans & van Haaren NV Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.10% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5609 | 6.49 | |
| 0.1806 | 9.16 | |
| 0.6923 | 22.16 | |
| -0.1071 | -2.25 | |
| 0.2119 | 3.08 | |
| -0.2026 | -4.49 | |
| 0.1107 | 2.46 | |
| 0.0273 | 0.67 | |
| -0.0941 | -2.73 | |
| 0.0864 | 2.51 | |
| -0.0331 | -0.79 | |
| -0.0121 | -0.24 | |
| 0.0535 | 0.81 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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