Satrec Initiative Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:85.53% (-13.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3911 | 6.50 | |
| 0.1648 | 6.72 | |
| 0.6651 | 15.44 | |
| -0.1506 | -0.74 | |
| 0.5675 | 1.85 | |
| -0.7382 | -3.12 | |
| 0.7555 | 2.97 | |
| -0.8022 | -3.04 | |
| 0.5893 | 2.15 | |
| -0.3920 | -1.74 | |
| 0.2236 | 1.22 | |
| 0.0841 | 0.47 | |
| -0.2550 | -1.79 |
Estimation Period:
Jul 7, 2008 to Feb 6, 2026
Jul 7, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Satrec Initiative Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities