Azkoyen SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.93% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5376 | 5.33 | |
| 0.1270 | 9.82 | |
| 0.7585 | 26.24 | |
| -0.0438 | -1.04 | |
| 0.1323 | 2.16 | |
| -0.1807 | -4.85 | |
| 0.1624 | 5.20 | |
| -0.0720 | -2.14 | |
| -0.0440 | -1.33 | |
| 0.0794 | 2.41 | |
| -0.0607 | -1.63 | |
| 0.0145 | 0.28 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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