Australian Unity Office Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.87% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7984 | 4.27 | |
| 0.1795 | 5.22 | |
| 0.6889 | 11.07 | |
| 1.3495 | 1.48 | |
| -0.6225 | -0.41 | |
| -2.6498 | -1.96 | |
| 4.4110 | 3.71 | |
| -4.6634 | -5.28 | |
| 3.6974 | 4.00 | |
| -2.3094 | -1.96 | |
| 0.7117 | 0.51 | |
| 0.5524 | 0.33 | |
| -2.5177 | -0.80 |
Estimation Period:
Jun 20, 2016 to Feb 13, 2026
Jun 20, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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