Eugene Investment & Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:115.04% (-7.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8948 | 7.24 | |
| 0.0988 | 8.06 | |
| 0.8590 | 42.21 | |
| 0.0471 | 1.33 | |
| -0.0084 | -0.15 | |
| -0.1498 | -3.51 | |
| 0.1991 | 4.21 | |
| -0.1760 | -3.45 | |
| 0.1898 | 3.84 | |
| -0.1780 | -3.17 | |
| 0.1536 | 2.03 | |
| -0.1284 | -1.22 |
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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