Z Fin Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.96% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8187 | 3.89 | |
| 0.1041 | 5.54 | |
| 0.8538 | 29.64 | |
| -0.4992 | -3.22 | |
| 0.8217 | 3.70 | |
| -0.5289 | -2.74 | |
| 0.4078 | 1.96 | |
| -0.2974 | -1.37 | |
| -0.0217 | -0.10 | |
| 0.4444 | 2.70 | |
| -0.8171 | -4.10 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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