GF Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.28% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4365 | 5.91 | |
| 0.0894 | 7.91 | |
| 0.8864 | 63.16 | |
| 0.0574 | 3.37 | |
| -0.0968 | -3.72 | |
| 0.0565 | 2.50 | |
| -0.0076 | -0.17 |
Estimation Period:
Jun 11, 1997 to Feb 6, 2026
Jun 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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