Western Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.17% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3187 | 4.77 | |
| 0.1083 | 4.27 | |
| 0.7746 | 16.34 | |
| -0.5665 | -1.20 | |
| 1.8020 | 2.70 | |
| -2.9049 | -6.90 | |
| 3.0360 | 5.92 | |
| -2.2660 | -4.16 | |
| 1.4290 | 3.05 | |
| -0.9355 | -2.15 | |
| 0.9334 | 1.99 | |
| -0.8149 | -1.82 | |
| 0.3259 | 1.05 |
Estimation Period:
May 3, 2012 to Feb 6, 2026
May 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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