CITECH Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.97% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7163 | 10.35 | |
| 0.1938 | 9.38 | |
| 0.7111 | 25.53 | |
| 0.0134 | 1.18 | |
| -0.0397 | -2.06 | |
| 0.0525 | 3.08 | |
| -0.0621 | -3.60 | |
| 0.0744 | 3.74 | |
| -0.0913 | -2.83 |
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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