Union Assurance Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.72% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6328 | 5.30 | |
| 0.1062 | 5.85 | |
| 0.7597 | 20.82 | |
| -0.0683 | -0.48 | |
| -0.0015 | -0.01 | |
| 0.3386 | 2.29 | |
| -0.5678 | -3.88 | |
| 0.4194 | 2.80 | |
| -0.1299 | -0.88 | |
| 0.0062 | 0.04 | |
| 0.2029 | 1.07 | |
| -0.5288 | -1.81 | |
| 0.6542 | 1.73 |
Estimation Period:
Aug 22, 1994 to Feb 13, 2026
Aug 22, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Union Assurance Ltd Analyses
Other Spline-GARCH Analyses on International Equities