Guoco Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.08% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0346 | 3.50 | |
| 0.1883 | 6.51 | |
| 0.7262 | 20.11 | |
| -0.1703 | -2.54 | |
| 0.3472 | 3.68 | |
| -0.3894 | -5.61 | |
| 0.3258 | 5.03 | |
| -0.0854 | -1.13 | |
| -0.0384 | -0.31 | |
| -0.1106 | -0.60 | |
| 0.3069 | 1.80 | |
| -0.2948 | -1.89 | |
| 0.1572 | 0.67 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
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