Aroundtown SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.01% (-6.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7394 | 4.50 | |
| 0.1256 | 4.41 | |
| 0.7922 | 17.17 | |
| -0.1988 | -0.59 | |
| 0.5467 | 1.02 | |
| -0.5096 | -1.34 | |
| 0.4949 | 1.67 | |
| -0.9977 | -4.00 | |
| 0.9808 | 5.19 |
Estimation Period:
Dec 4, 2015 to Feb 13, 2026
Dec 4, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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