Bookook Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:71.49% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3894 | 6.51 | |
| 0.1524 | 9.84 | |
| 0.8082 | 43.58 | |
| 0.0598 | 3.58 | |
| -0.1131 | -4.18 | |
| 0.0737 | 3.46 | |
| -0.0326 | -1.74 | |
| 0.0333 | 1.85 | |
| -0.0280 | -2.00 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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