Western Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.58% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2946 | 4.74 | |
| 0.1078 | 4.30 | |
| 0.7736 | 15.53 | |
| -0.6229 | -1.32 | |
| 1.8987 | 2.86 | |
| -2.9836 | -7.15 | |
| 3.1045 | 6.08 | |
| -2.3086 | -4.25 | |
| 1.4227 | 3.04 | |
| -0.8396 | -1.91 | |
| 0.6531 | 1.33 | |
| -0.1320 | -0.23 | |
| -1.5079 | -1.57 |
Estimation Period:
May 3, 2012 to Feb 6, 2026
May 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Western Securities Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities