Saramin Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.77% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8332 | 5.42 | |
| 0.1186 | 3.19 | |
| 0.7269 | 12.04 | |
| -0.5738 | -1.71 | |
| 1.4054 | 2.75 | |
| -1.5271 | -4.30 | |
| 1.0874 | 3.23 | |
| -0.4941 | -1.37 | |
| 0.1082 | 0.24 | |
| 0.1776 | 0.36 | |
| -0.7617 | -1.97 | |
| 1.1552 | 4.03 | |
| -0.7320 | -3.36 |
Estimation Period:
Feb 21, 2012 to Feb 13, 2026
Feb 21, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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