Axa Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.21% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8234 | 5.37 | |
| 0.0974 | 7.42 | |
| 0.8708 | 59.24 | |
| -0.1396 | -3.85 | |
| 0.2448 | 4.71 | |
| -0.1737 | -5.73 | |
| 0.0913 | 2.98 | |
| -0.0221 | -0.69 | |
| 0.0005 | 0.02 |
Estimation Period:
Mar 12, 1999 to Feb 13, 2026
Mar 12, 1999 to Feb 13, 2026
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