Bookook Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.08% (-5.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3928 | 6.55 | |
| 0.1531 | 9.84 | |
| 0.8070 | 43.26 | |
| 0.0602 | 3.62 | |
| -0.1136 | -4.21 | |
| 0.0740 | 3.49 | |
| -0.0327 | -1.76 | |
| 0.0334 | 1.86 | |
| -0.0280 | -2.00 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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