Firstec Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:62.12% (+9.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6160 | 5.00 | |
| 0.1813 | 10.62 | |
| 0.7648 | 34.37 | |
| -0.0247 | -0.49 | |
| 0.1030 | 1.42 | |
| -0.2229 | -5.15 | |
| 0.2602 | 6.06 | |
| -0.2095 | -4.66 | |
| 0.1555 | 3.24 | |
| -0.0646 | -1.04 | |
| -0.0155 | -0.23 | |
| 0.0266 | 0.61 |
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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