Spg Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:129.68% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0943 | 1.55 | |
| 0.0705 | 4.83 | |
| 0.8937 | 38.45 | |
| 0.2656 | 0.55 | |
| -0.3987 | -0.65 | |
| 0.4263 | 1.85 | |
| -0.5790 | -3.25 | |
| 0.6366 | 4.03 | |
| -0.7473 | -3.36 | |
| 0.7823 | 2.39 | |
| -0.8512 | -2.41 | |
| 1.3836 | 3.18 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
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