Arunis Abode Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.62% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3550 | 4.92 | |
| 0.1757 | 7.27 | |
| 0.6813 | 13.99 | |
| 0.7137 | 2.07 | |
| -0.8356 | -1.54 | |
| 0.0109 | 0.03 | |
| 0.1157 | 0.35 | |
| 0.5589 | 1.50 | |
| -1.3456 | -3.72 | |
| 1.2663 | 4.31 | |
| -1.1077 | -3.52 |
Estimation Period:
Apr 25, 2012 to Feb 13, 2026
Apr 25, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Arunis Abode Ltd Analyses
Other Spline-GARCH Analyses on International Equities