Auxilia SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.25% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5503 | 4.09 | |
| 0.1357 | 4.26 | |
| 0.5769 | 5.92 | |
| 1.3808 | 1.65 | |
| -2.2906 | -1.92 | |
| 0.3440 | 0.46 | |
| 1.1447 | 1.54 | |
| -1.2984 | -1.52 | |
| 1.9137 | 2.01 | |
| -1.9192 | -2.32 | |
| 1.4519 | 1.65 | |
| -1.7004 | -1.51 | |
| 1.3796 | 1.71 |
Estimation Period:
Jan 22, 2016 to Feb 13, 2026
Jan 22, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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