Auxilia SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.27% (+2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3345 | 6.16 | |
| 0.1450 | 4.42 | |
| 0.6074 | 6.89 | |
| -0.4249 | -7.32 | |
| 0.6250 | 6.75 | |
| -0.3219 | -3.12 |
Estimation Period:
Jan 22, 2016 to Feb 13, 2026
Jan 22, 2016 to Feb 13, 2026
News Impact Curve
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