Axa Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.64% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5976 | 3.62 | |
| 0.0861 | 1.90 | |
| 0.7396 | 6.33 | |
| -1.4673 | -0.78 | |
| 2.0076 | 0.72 | |
| 0.7596 | 0.51 | |
| -3.9652 | -3.17 | |
| 4.8654 | 3.56 | |
| -3.7444 | -2.13 | |
| 2.0613 | 0.92 | |
| -0.1607 | -0.08 | |
| -0.5028 | -0.42 | |
| 0.0772 | 0.10 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
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