KBI Global Investors Aquarius Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.14% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2203 | 5.12 | |
| 0.1041 | 3.31 | |
| 0.7850 | 13.60 | |
| 2.2888 | 1.35 | |
| -1.5735 | -0.58 | |
| -2.0304 | -0.72 | |
| 2.3128 | 0.64 | |
| -1.3414 | -0.46 | |
| -0.7925 | -0.33 | |
| 1.8167 | 0.83 | |
| 1.5954 | 0.54 | |
| -6.7538 | -1.37 | |
| 11.6793 | 2.04 |
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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