Pasupati Acrylon Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.66% (+22.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8518 | 9.34 | |
| 0.1371 | 7.76 | |
| 0.7128 | 19.13 | |
| -0.0484 | -1.28 | |
| -0.0800 | -1.38 | |
| 0.2138 | 4.69 | |
| -0.0978 | -2.03 | |
| 0.0819 | 1.54 | |
| -0.1833 | -3.30 | |
| 0.2135 | 4.19 | |
| -0.1592 | -3.06 | |
| 0.0818 | 1.75 |
Estimation Period:
Oct 10, 1995 to Feb 6, 2026
Oct 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pasupati Acrylon Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities