Sang Bo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.43% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9897 | 2.83 | |
| 0.1408 | 5.74 | |
| 0.7485 | 16.72 | |
| -0.2905 | -0.84 | |
| 0.4226 | 0.90 | |
| -0.3538 | -1.51 | |
| 0.7027 | 2.78 | |
| -1.0631 | -3.11 | |
| 1.1075 | 3.09 | |
| -0.8932 | -3.20 | |
| 0.4960 | 1.74 | |
| -0.1263 | -0.32 | |
| -0.0038 | -0.01 |
Estimation Period:
Oct 1, 2007 to Feb 6, 2026
Oct 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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