Saramin Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.05% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5175 | 6.12 | |
| 0.1196 | 3.53 | |
| 0.7815 | 18.33 | |
| 0.3418 | 3.47 | |
| -0.4483 | -2.84 | |
| 0.1529 | 1.24 | |
| 0.0048 | 0.04 | |
| -0.2635 | -2.11 | |
| 0.6140 | 3.56 |
Estimation Period:
Feb 21, 2012 to Feb 6, 2026
Feb 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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