AMA Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.42% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6164 | 5.40 | |
| 0.0910 | 5.61 | |
| 0.8114 | 26.45 | |
| 0.2784 | 1.37 | |
| -0.9511 | -3.03 | |
| 0.9606 | 4.01 | |
| -0.2123 | -0.98 | |
| -0.2936 | -1.34 | |
| 0.7103 | 2.79 | |
| -0.9512 | -3.25 | |
| 0.9316 | 3.11 | |
| -1.0586 | -2.69 | |
| 0.7982 | 1.74 |
Estimation Period:
Aug 31, 2006 to Feb 13, 2026
Aug 31, 2006 to Feb 13, 2026
News Impact Curve
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