Assystem Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.80% (-6.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4930 | 6.96 | |
| 0.1540 | 8.45 | |
| 0.7322 | 26.91 | |
| 0.0324 | 2.64 | |
| -0.0439 | -2.48 | |
| 0.0371 | 3.16 | |
| -0.0417 | -2.80 |
Estimation Period:
Oct 22, 1999 to Feb 13, 2026
Oct 22, 1999 to Feb 13, 2026
News Impact Curve
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