ASOS PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.49% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6161 | 2.73 | |
| 0.0726 | 4.81 | |
| 0.8852 | 40.06 | |
| -0.6000 | -3.65 | |
| 0.6665 | 2.72 | |
| 0.1733 | 1.00 | |
| -0.4447 | -3.43 | |
| 0.3362 | 2.99 | |
| -0.3523 | -2.18 | |
| 0.5588 | 3.05 | |
| -0.5942 | -3.32 | |
| 0.3000 | 1.32 | |
| -0.0172 | -0.10 |
Estimation Period:
Oct 2, 2001 to Feb 13, 2026
Oct 2, 2001 to Feb 13, 2026
News Impact Curve
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