GF Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.80% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2846 | 4.72 | |
| 0.1183 | 3.20 | |
| 0.6419 | 7.23 | |
| -0.8635 | -2.48 | |
| 2.1963 | 4.18 | |
| -2.1454 | -5.90 | |
| 1.2059 | 3.57 | |
| -0.6695 | -1.76 | |
| 0.2459 | 0.61 | |
| 0.4729 | 0.96 | |
| -1.2728 | -1.40 |
Estimation Period:
Apr 10, 2015 to Feb 6, 2026
Apr 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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