Itcencts Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.08% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9651 | 7.55 | |
| 0.1700 | 7.78 | |
| 0.7257 | 23.90 | |
| -0.1092 | -3.52 | |
| 0.1391 | 2.84 | |
| -0.0230 | -0.62 | |
| -0.0152 | -0.41 | |
| 0.0365 | 0.93 | |
| -0.0989 | -2.33 | |
| 0.1191 | 3.56 |
Estimation Period:
Feb 12, 1997 to Jan 30, 2026
Feb 12, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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