Ariadne Australia Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.78% (-5.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5215 | 5.41 | |
| 0.1483 | 7.19 | |
| 0.6937 | 17.75 | |
| -0.0774 | -0.95 | |
| 0.0116 | 0.10 | |
| 0.2134 | 2.42 | |
| -0.2899 | -3.44 | |
| 0.3212 | 3.78 | |
| -0.3620 | -3.88 | |
| 0.3285 | 3.02 | |
| -0.2487 | -1.37 | |
| 0.1463 | 0.73 | |
| -0.0384 | -0.33 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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