Ascencio SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.64% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6318 | 4.87 | |
| 0.1628 | 7.30 | |
| 0.7797 | 26.81 | |
| -0.1933 | -4.20 | |
| 0.2328 | 3.11 | |
| 0.0061 | 0.11 | |
| -0.0762 | -1.38 | |
| 0.0300 | 0.70 |
Estimation Period:
Feb 14, 2007 to Feb 13, 2026
Feb 14, 2007 to Feb 13, 2026
News Impact Curve
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