Arcure Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.88% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 3.14 | |
| 0.1004 | 3.56 | |
| 0.7957 | 13.99 | |
| -31.8732 | -6.46 | |
| 40.4748 | 4.53 | |
| -13.7675 | -2.23 | |
| 8.9378 | 2.28 | |
| -5.9824 | -1.86 | |
| 2.8581 | 1.07 | |
| 0.5794 | 0.32 | |
| -2.9392 | -1.62 | |
| 2.5719 | 1.04 | |
| -1.1097 | -0.30 |
Estimation Period:
Feb 26, 2019 to Feb 13, 2026
Feb 26, 2019 to Feb 13, 2026
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