Northeast Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.38% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3641 | 5.92 | |
| 0.0887 | 7.35 | |
| 0.8712 | 50.89 | |
| 0.1418 | 1.51 | |
| -0.2480 | -1.65 | |
| 0.3896 | 3.43 | |
| -0.5901 | -5.38 | |
| 0.4389 | 4.05 | |
| -0.2100 | -2.16 | |
| 0.1359 | 1.09 | |
| -0.0710 | -0.43 | |
| 0.0340 | 0.21 | |
| -0.0332 | -0.32 |
Estimation Period:
Feb 27, 1997 to Feb 6, 2026
Feb 27, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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