Union Auction Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.45% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4456 | 2.14 | |
| 0.0646 | 3.03 | |
| 0.8341 | 11.92 | |
| -0.5415 | -0.72 | |
| 0.8860 | 0.88 | |
| -0.5954 | -0.98 | |
| 0.5422 | 1.07 | |
| 0.1127 | 0.25 | |
| -1.7252 | -3.98 | |
| 2.6527 | 6.11 | |
| -2.0832 | -3.84 | |
| 1.1294 | 1.53 | |
| 0.0142 | 0.02 |
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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