Atm Grupa Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.90% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5960 | 6.71 | |
| 0.1793 | 7.13 | |
| 0.5981 | 12.12 | |
| -0.0886 | -0.67 | |
| -0.1045 | -0.54 | |
| 0.4082 | 3.17 | |
| -0.4503 | -3.14 | |
| 0.3065 | 2.05 | |
| 0.0730 | 0.56 | |
| -0.2218 | -1.85 | |
| 0.0417 | 0.38 | |
| -0.0090 | -0.09 | |
| 0.1137 | 1.50 |
Estimation Period:
Feb 10, 2004 to Feb 13, 2026
Feb 10, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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