REF Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.84% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1931 | 3.69 | |
| 0.1336 | 2.21 | |
| 0.4410 | 2.71 | |
| 1.9652 | 1.58 | |
| -3.1807 | -1.86 | |
| 3.1572 | 3.36 | |
| -4.3566 | -4.61 | |
| 4.2912 | 5.50 | |
| -3.0777 | -4.52 | |
| 2.3929 | 2.32 | |
| -2.8477 | -1.56 |
Estimation Period:
Sep 28, 2015 to Feb 6, 2026
Sep 28, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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