Itcencts Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:66.64% (-9.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9618 | 7.45 | |
| 0.1650 | 7.60 | |
| 0.7358 | 23.86 | |
| -0.1092 | -3.48 | |
| 0.1394 | 2.81 | |
| -0.0242 | -0.65 | |
| -0.0120 | -0.32 | |
| 0.0310 | 0.78 | |
| -0.0901 | -2.07 | |
| 0.1099 | 3.17 |
Estimation Period:
Feb 12, 1997 to Feb 13, 2026
Feb 12, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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