Eugene Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.99% (-4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8755 | 7.25 | |
| 0.0971 | 7.95 | |
| 0.8596 | 41.83 | |
| 0.0416 | 1.18 | |
| -0.0022 | -0.04 | |
| -0.1471 | -3.48 | |
| 0.1899 | 4.08 | |
| -0.1641 | -3.27 | |
| 0.1781 | 3.69 | |
| -0.1657 | -3.23 | |
| 0.1378 | 2.42 | |
| -0.1069 | -2.57 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Eugene Investment & Securities Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities