First Capital Securities Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.42% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2245 | 7.02 | |
| 0.1069 | 3.80 | |
| 0.7721 | 14.24 | |
| -0.0257 | -1.04 | |
| 0.0485 | 1.51 |
Estimation Period:
May 11, 2016 to Feb 6, 2026
May 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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