Asphere Innovations PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:55.33% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6723 | 3.29 | |
| 0.1007 | 4.79 | |
| 0.8289 | 20.29 | |
| -0.1451 | -0.70 | |
| 0.3905 | 1.27 | |
| -0.3223 | -1.38 | |
| -0.0515 | -0.23 | |
| 0.4089 | 1.85 | |
| -0.7100 | -3.39 | |
| 0.7967 | 3.92 | |
| -0.5666 | -2.06 |
Estimation Period:
Jun 18, 2008 to Feb 13, 2026
Jun 18, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asphere Innovations PCL Analyses
Other Spline-GARCH Analyses on International Equities