GF Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.16% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4340 | 5.99 | |
| 0.0886 | 7.79 | |
| 0.8867 | 62.70 | |
| 0.0587 | 3.50 | |
| -0.1000 | -3.97 | |
| 0.0631 | 3.39 | |
| -0.0249 | -1.78 |
Estimation Period:
Jun 11, 1997 to Feb 6, 2026
Jun 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GF Securities Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities