Avonmore Capital & Mgmt Serv Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.02% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1788 | 10.84 | |
| 0.1177 | 7.37 | |
| 0.7933 | 24.65 | |
| 0.2959 | 5.54 | |
| -0.4493 | -5.10 | |
| 0.1801 | 2.53 | |
| -0.0478 | -0.70 | |
| 0.0493 | 0.95 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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