Akastor Asa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.89% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6171 | 4.17 | |
| 0.1464 | 6.38 | |
| 0.7259 | 19.57 | |
| -0.0556 | -0.51 | |
| -0.0306 | -0.21 | |
| 0.2009 | 2.31 | |
| -0.2288 | -2.24 | |
| 0.1957 | 1.99 | |
| -0.1137 | -1.39 | |
| -0.1154 | -0.95 |
Estimation Period:
May 25, 2004 to Feb 6, 2026
May 25, 2004 to Feb 6, 2026
News Impact Curve
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