Bookook Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:55.72% (-5.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3884 | 6.55 | |
| 0.1526 | 9.83 | |
| 0.8074 | 43.34 | |
| 0.0599 | 3.60 | |
| -0.1132 | -4.20 | |
| 0.0738 | 3.48 | |
| -0.0326 | -1.75 | |
| 0.0334 | 1.86 | |
| -0.0280 | -2.00 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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