ARC Finance Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.52% (-6.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3458 | 2.21 | |
| 0.3076 | 7.71 | |
| 0.5449 | 8.80 | |
| -0.4329 | -1.79 | |
| 0.6122 | 1.86 | |
| -0.3471 | -1.94 | |
| 0.3040 | 1.52 |
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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