Union Auction Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.60% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4765 | 2.14 | |
| 0.0682 | 3.05 | |
| 0.8314 | 12.36 | |
| -0.5112 | -0.68 | |
| 0.8421 | 0.83 | |
| -0.5707 | -0.92 | |
| 0.5267 | 1.02 | |
| 0.1147 | 0.25 | |
| -1.7254 | -3.92 | |
| 2.6843 | 6.10 | |
| -2.2037 | -4.00 | |
| 1.4570 | 1.88 | |
| -0.8944 | -1.16 |
Estimation Period:
Aug 12, 2013 to Feb 13, 2026
Aug 12, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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