Automotive Axles Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.00% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0241 | 8.55 | |
| 0.1022 | 6.84 | |
| 0.7261 | 17.34 | |
| -0.0741 | -1.76 | |
| 0.0178 | 0.28 | |
| 0.1656 | 3.69 | |
| -0.2314 | -4.78 | |
| 0.2381 | 4.97 | |
| -0.1893 | -4.09 | |
| 0.1691 | 3.33 | |
| -0.2665 | -4.66 | |
| 0.3700 | 4.30 |
Estimation Period:
Oct 9, 1995 to Feb 13, 2026
Oct 9, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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