First Capital Securities Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.54% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3496 | 4.91 | |
| 0.1275 | 4.31 | |
| 0.6838 | 9.71 | |
| 0.1640 | 0.48 | |
| -0.2636 | -0.52 | |
| 0.1254 | 0.40 | |
| -0.2259 | -0.80 | |
| 0.8467 | 2.65 | |
| -1.9620 | -4.11 |
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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