Ascencio SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.04% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5636 | 4.47 | |
| 0.1694 | 7.52 | |
| 0.7700 | 26.56 | |
| -0.2889 | -3.44 | |
| 0.3349 | 2.59 | |
| -0.0287 | -0.36 | |
| 0.0394 | 0.57 | |
| -0.1470 | -1.54 | |
| 0.2069 | 1.07 |
Estimation Period:
Feb 14, 2007 to Feb 13, 2026
Feb 14, 2007 to Feb 13, 2026
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