KBI Global Investors Aquarius Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.62% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3248 | 5.65 | |
| 0.1029 | 3.30 | |
| 0.7842 | 13.21 | |
| 3.1348 | 2.76 | |
| -4.2973 | -2.31 | |
| 1.7434 | 1.38 | |
| -0.7682 | -0.58 | |
| -0.8983 | -0.47 | |
| 3.0734 | 1.26 | |
| -3.2808 | -1.14 | |
| 1.5473 | 0.72 |
Estimation Period:
Oct 12, 2018 to Feb 6, 2026
Oct 12, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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