Azkoyen SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.42% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4117 | 4.66 | |
| 0.1272 | 9.75 | |
| 0.7566 | 25.71 | |
| -0.0741 | -1.31 | |
| 0.1700 | 2.11 | |
| -0.1562 | -3.13 | |
| 0.0554 | 1.06 | |
| 0.0769 | 1.44 | |
| -0.1244 | -2.96 | |
| 0.0335 | 0.95 | |
| 0.0596 | 1.64 | |
| -0.0957 | -2.52 | |
| 0.0929 | 3.21 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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