Bookook Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:65.91% (-5.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1074 | 6.36 | |
| 0.1686 | 9.46 | |
| 0.7562 | 32.45 | |
| -0.0166 | -0.35 | |
| 0.1232 | 1.68 | |
| -0.2755 | -5.10 | |
| 0.2620 | 5.26 | |
| -0.1287 | -2.64 | |
| 0.0417 | 0.89 | |
| -0.0129 | -0.26 | |
| 0.0518 | 0.94 | |
| -0.1031 | -1.64 | |
| 0.3013 | 3.17 |
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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