Bookook Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:81.97% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1038 | 6.36 | |
| 0.1685 | 9.45 | |
| 0.7561 | 32.42 | |
| -0.0173 | -0.37 | |
| 0.1239 | 1.69 | |
| -0.2754 | -5.11 | |
| 0.2624 | 5.28 | |
| -0.1303 | -2.67 | |
| 0.0436 | 0.93 | |
| -0.0145 | -0.29 | |
| 0.0528 | 0.96 | |
| -0.1045 | -1.66 | |
| 0.3122 | 3.27 |
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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