Eugene Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:75.42% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8877 | 7.36 | |
| 0.0963 | 7.87 | |
| 0.8607 | 41.74 | |
| 0.0446 | 1.28 | |
| -0.0065 | -0.12 | |
| -0.1451 | -3.42 | |
| 0.1885 | 4.05 | |
| -0.1629 | -3.24 | |
| 0.1772 | 3.67 | |
| -0.1655 | -3.22 | |
| 0.1384 | 2.43 | |
| -0.1078 | -2.58 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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