Appeninn Vagyonkezelo Holdin Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.64% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9845 | 3.36 | |
| 0.1435 | 4.75 | |
| 0.8250 | 22.68 | |
| -0.6232 | -1.27 | |
| 1.4128 | 1.92 | |
| -1.8100 | -3.85 | |
| 1.9917 | 3.69 | |
| -1.3304 | -2.20 | |
| 0.4227 | 0.81 | |
| -0.4680 | -0.93 | |
| 1.3054 | 1.86 | |
| -2.0157 | -2.15 | |
| 1.9097 | 1.81 |
Estimation Period:
Jul 9, 2010 to Feb 13, 2026
Jul 9, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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