Aveng Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.48% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6477 | 3.66 | |
| 0.1460 | 6.97 | |
| 0.7696 | 25.17 | |
| 0.2527 | 1.97 | |
| -0.3089 | -1.74 | |
| 0.2067 | 2.08 | |
| -0.4280 | -5.11 | |
| 0.5826 | 7.74 | |
| -0.5362 | -7.59 | |
| 0.6917 | 8.24 | |
| -1.1142 | -11.11 | |
| 0.8908 | 7.52 | |
| -0.1590 | -0.80 |
Estimation Period:
Jul 5, 1999 to Feb 13, 2026
Jul 5, 1999 to Feb 13, 2026
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