Arunis Abode Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.47% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3544 | 4.85 | |
| 0.1752 | 7.29 | |
| 0.6896 | 14.77 | |
| 0.7023 | 2.02 | |
| -0.8230 | -1.51 | |
| 0.0069 | 0.02 | |
| 0.1293 | 0.39 | |
| 0.5209 | 1.39 | |
| -1.2565 | -3.49 | |
| 1.0215 | 3.79 | |
| -0.3417 | -2.34 |
Estimation Period:
Apr 25, 2012 to Feb 13, 2026
Apr 25, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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