Aviva PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.51% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7720 | 5.93 | |
| 0.0907 | 8.20 | |
| 0.8724 | 64.96 | |
| -0.0187 | -0.39 | |
| 0.0767 | 1.06 | |
| -0.0977 | -1.61 | |
| -0.0246 | -0.34 | |
| 0.1828 | 2.76 | |
| -0.1807 | -3.33 | |
| 0.0216 | 0.35 | |
| 0.1255 | 1.86 | |
| -0.1433 | -2.15 | |
| 0.0778 | 1.66 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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