Hrs Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.36% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9963 | 4.25 | |
| 0.1561 | 6.59 | |
| 0.7233 | 19.79 | |
| 0.3388 | 1.92 | |
| -0.6502 | -2.67 | |
| 0.3353 | 2.37 | |
| 0.0578 | 0.38 | |
| 0.0081 | 0.04 | |
| -0.3293 | -1.00 | |
| 0.6655 | 2.10 | |
| -0.9141 | -4.07 | |
| 0.6901 | 2.78 | |
| -0.4001 | -1.19 |
Estimation Period:
Oct 22, 2004 to Feb 6, 2026
Oct 22, 2004 to Feb 6, 2026
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