Altus Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.96% (+13.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3659 | 4.32 | |
| 0.2569 | 5.17 | |
| 0.6484 | 15.45 | |
| 0.4513 | 1.64 | |
| -0.7493 | -1.78 | |
| 0.3932 | 1.63 | |
| -0.0215 | -0.13 | |
| -0.2717 | -1.33 | |
| 0.4024 | 1.69 | |
| -0.2842 | -1.05 | |
| 0.1890 | 0.58 | |
| -0.3240 | -1.03 | |
| 0.3253 | 1.61 |
Estimation Period:
May 19, 2005 to Feb 6, 2026
May 19, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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