Bookook Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:73.36% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3925 | 6.55 | |
| 0.1536 | 9.84 | |
| 0.8061 | 43.08 | |
| 0.0605 | 3.63 | |
| -0.1140 | -4.22 | |
| 0.0742 | 3.50 | |
| -0.0329 | -1.76 | |
| 0.0336 | 1.87 | |
| -0.0281 | -2.01 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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