ARC Finance Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.58% (-6.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3494 | 2.22 | |
| 0.3091 | 7.83 | |
| 0.5456 | 8.91 | |
| -0.4237 | -1.78 | |
| 0.5860 | 1.83 | |
| -0.2905 | -1.83 | |
| 0.1704 | 1.70 |
Estimation Period:
Oct 21, 2016 to Feb 13, 2026
Oct 21, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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