VT Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.20% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0724 | 4.47 | |
| 0.0640 | 4.37 | |
| 0.9284 | 53.49 | |
| -0.0080 | -1.80 | |
| 0.0117 | 2.13 |
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Jan 19, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities