Aedas Homes Sau Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.93% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7901 | 3.18 | |
| 0.1701 | 2.92 | |
| 0.4580 | 2.71 | |
| 0.0427 | 0.05 | |
| 0.5869 | 0.53 | |
| -1.9869 | -2.94 | |
| 2.6413 | 3.90 | |
| -2.0018 | -3.02 | |
| 0.9572 | 1.32 | |
| -0.5245 | -0.65 | |
| 0.5114 | 0.73 |
Estimation Period:
Oct 20, 2017 to Feb 6, 2026
Oct 20, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Aedas Homes Sau Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities