Union Assurance Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.56% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6462 | 5.38 | |
| 0.1059 | 5.82 | |
| 0.7567 | 20.43 | |
| -0.0625 | -0.44 | |
| -0.0049 | -0.02 | |
| 0.3279 | 2.21 | |
| -0.5474 | -3.73 | |
| 0.3958 | 2.64 | |
| -0.1119 | -0.76 | |
| 0.0025 | 0.02 | |
| 0.1801 | 1.04 | |
| -0.4390 | -1.82 | |
| 0.3651 | 1.71 |
Estimation Period:
Aug 22, 1994 to Feb 6, 2026
Aug 22, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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