Axa Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.35% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8138 | 5.31 | |
| 0.0975 | 7.44 | |
| 0.8707 | 59.09 | |
| -0.1431 | -3.95 | |
| 0.2502 | 4.81 | |
| -0.1773 | -5.88 | |
| 0.0943 | 3.11 | |
| -0.0252 | -0.77 | |
| 0.0060 | 0.09 |
Estimation Period:
Mar 12, 1999 to Feb 13, 2026
Mar 12, 1999 to Feb 13, 2026
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