AECOM Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.26% (+3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8594 | 4.57 | |
| 0.1386 | 5.37 | |
| 0.7219 | 15.96 | |
| -0.7587 | -4.34 | |
| 1.2338 | 4.66 | |
| -0.7862 | -3.55 | |
| 0.5232 | 2.32 | |
| -0.4217 | -2.01 | |
| 0.4819 | 2.83 | |
| -0.5046 | -3.70 | |
| 0.3004 | 1.98 | |
| 0.0607 | 0.27 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities