A Root Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.69% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.9269 | 4.99 | |
| 0.3473 | 12.68 | |
| 0.6522 | 23.85 | |
| -0.2098 | -0.34 | |
| -15.3330 | -3.90 | |
| 47.1763 | 4.17 | |
| -47.4160 | -3.94 | |
| 15.7061 | 3.12 | |
| -0.2422 | -0.30 | |
| 0.6919 | 1.77 | |
| -0.3234 | -0.73 |
Estimation Period:
Dec 1, 2010 to Feb 6, 2026
Dec 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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