Axa Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.60% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5969 | 3.59 | |
| 0.0853 | 1.88 | |
| 0.7434 | 6.42 | |
| -1.4757 | -0.78 | |
| 2.0038 | 0.71 | |
| 0.8045 | 0.54 | |
| -4.0442 | -3.23 | |
| 4.9666 | 3.62 | |
| -3.8746 | -2.19 | |
| 2.2858 | 1.01 | |
| -0.6534 | -0.32 | |
| 0.6360 | 0.40 | |
| -3.0432 | -1.18 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
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