Amica Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.11% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6730 | 8.73 | |
| 0.0708 | 6.72 | |
| 0.8785 | 42.79 | |
| 0.0434 | 4.52 | |
| -0.0715 | -4.64 | |
| 0.0513 | 4.13 | |
| -0.0392 | -2.15 |
Estimation Period:
Oct 13, 1997 to Feb 13, 2026
Oct 13, 1997 to Feb 13, 2026
News Impact Curve
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