Altus SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.73% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2604 | 3.41 | |
| 0.1520 | 4.12 | |
| 0.5124 | 5.66 | |
| -0.6622 | -0.84 | |
| 0.1870 | 0.16 | |
| 1.7075 | 1.67 | |
| -2.2264 | -1.82 | |
| 1.3070 | 1.27 | |
| -0.9621 | -1.34 | |
| 1.2651 | 2.00 | |
| -0.5959 | -1.13 | |
| -0.3539 | -0.55 | |
| 0.5034 | 0.83 |
Estimation Period:
Aug 20, 2014 to Feb 6, 2026
Aug 20, 2014 to Feb 6, 2026
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