Aviva PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.46% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7778 | 6.24 | |
| 0.0902 | 8.46 | |
| 0.8762 | 68.72 | |
| -0.0039 | -0.13 | |
| 0.0469 | 1.03 | |
| -0.1350 | -4.16 | |
| 0.1895 | 6.98 | |
| -0.1626 | -5.86 | |
| 0.0757 | 2.03 | |
| 0.0183 | 0.43 | |
| -0.0856 | -1.32 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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