Itcencts Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.57% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9663 | 7.56 | |
| 0.1702 | 7.78 | |
| 0.7255 | 23.89 | |
| -0.1089 | -3.52 | |
| 0.1388 | 2.84 | |
| -0.0231 | -0.63 | |
| -0.0149 | -0.40 | |
| 0.0359 | 0.91 | |
| -0.0982 | -2.32 | |
| 0.1188 | 3.56 |
Estimation Period:
Feb 12, 1997 to Feb 6, 2026
Feb 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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