Ayvens SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.46% (+5.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8448 | 5.61 | |
| 0.0799 | 3.27 | |
| 0.6226 | 4.88 | |
| -0.2874 | -0.34 | |
| 0.5397 | 0.44 | |
| 0.4604 | 0.58 | |
| -2.7195 | -3.07 | |
| 3.9654 | 3.86 | |
| -3.0295 | -2.69 | |
| 1.9278 | 1.70 | |
| -1.6662 | -1.60 | |
| 0.8876 | 0.80 | |
| 0.1176 | 0.14 |
Estimation Period:
Jun 15, 2017 to Feb 13, 2026
Jun 15, 2017 to Feb 13, 2026
News Impact Curve
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