Pasupati Acrylon Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.56% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8600 | 9.26 | |
| 0.1388 | 7.74 | |
| 0.7147 | 19.10 | |
| -0.0398 | -1.04 | |
| -0.0973 | -1.65 | |
| 0.2324 | 4.98 | |
| -0.1183 | -2.40 | |
| 0.1044 | 1.92 | |
| -0.2108 | -3.76 | |
| 0.2567 | 4.99 | |
| -0.2460 | -4.35 | |
| 0.2885 | 2.85 |
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 Spline-GARCH Analyses on International Equities