Afc Ajax Nv Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.78% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2157 | 4.20 | |
| 0.2080 | 9.75 | |
| 0.5923 | 14.01 | |
| 0.0719 | 0.83 | |
| -0.2390 | -2.01 | |
| 0.3544 | 5.73 | |
| -0.2842 | -4.12 | |
| 0.1310 | 1.67 | |
| -0.0963 | -1.31 | |
| 0.1449 | 1.93 | |
| -0.1654 | -2.39 | |
| 0.1083 | 0.85 |
Estimation Period:
May 8, 1998 to Feb 13, 2026
May 8, 1998 to Feb 13, 2026
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