Aurora UK Alpha PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.74% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5784 | 2.84 | |
| 0.1823 | 6.52 | |
| 0.6739 | 14.55 | |
| -0.5121 | -1.05 | |
| 0.0053 | 0.01 | |
| 1.1753 | 3.57 | |
| -1.0214 | -2.69 | |
| 0.6219 | 1.74 | |
| 0.0553 | 0.16 | |
| -0.8137 | -2.04 | |
| 0.4484 | 1.32 | |
| 0.0778 | 0.36 | |
| 0.0303 | 0.22 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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