Apg Sga Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.06% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2681 | 8.02 | |
| 0.1755 | 8.26 | |
| 0.6019 | 13.53 | |
| 0.1334 | 2.55 | |
| -0.1791 | -2.05 | |
| 0.0145 | 0.19 | |
| 0.1491 | 2.78 | |
| -0.3130 | -7.28 | |
| 0.3288 | 5.79 | |
| -0.1764 | -1.98 | |
| 0.1408 | 1.34 | |
| -0.2654 | -3.05 | |
| 0.3165 | 3.55 |
Estimation Period:
Jul 6, 1993 to Feb 13, 2026
Jul 6, 1993 to Feb 13, 2026
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