Amica Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.10% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6448 | 8.46 | |
| 0.0702 | 6.76 | |
| 0.8822 | 44.85 | |
| 0.0412 | 4.25 | |
| -0.0673 | -4.40 | |
| 0.0454 | 4.11 | |
| -0.0252 | -3.46 |
Estimation Period:
Oct 13, 1997 to Feb 13, 2026
Oct 13, 1997 to Feb 13, 2026
News Impact Curve
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