Altus SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.10% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2597 | 3.39 | |
| 0.1530 | 4.15 | |
| 0.5110 | 5.66 | |
| -0.6662 | -0.84 | |
| 0.1852 | 0.16 | |
| 1.7255 | 1.69 | |
| -2.2537 | -1.84 | |
| 1.3362 | 1.31 | |
| -0.9827 | -1.37 | |
| 1.2664 | 1.99 | |
| -0.5667 | -1.00 | |
| -0.4472 | -0.56 | |
| 0.7948 | 0.72 |
Estimation Period:
Aug 20, 2014 to Feb 6, 2026
Aug 20, 2014 to Feb 6, 2026
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