Guoco Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.29% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0897 | 3.70 | |
| 0.1917 | 6.54 | |
| 0.7164 | 19.12 | |
| -0.1324 | -2.02 | |
| 0.2794 | 3.00 | |
| -0.3348 | -4.83 | |
| 0.2846 | 4.42 | |
| -0.0579 | -0.77 | |
| -0.0581 | -0.47 | |
| -0.0930 | -0.51 | |
| 0.2875 | 1.76 | |
| -0.2681 | -2.37 | |
| 0.1063 | 1.15 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
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