Afyon Cimento Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.93% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6197 | 4.97 | |
| 0.2669 | 8.73 | |
| 0.6271 | 19.74 | |
| 0.0697 | 0.83 | |
| -0.0368 | -0.28 | |
| -0.0526 | -0.62 | |
| 0.1373 | 1.80 | |
| -0.2961 | -3.20 | |
| 0.3395 | 3.60 | |
| -0.2416 | -2.26 | |
| 0.1230 | 1.15 | |
| -0.0462 | -0.55 | |
| -0.1791 | -1.81 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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