Pavonine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.02% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2508 | 4.73 | |
| 0.1016 | 4.84 | |
| 0.7825 | 17.20 | |
| -0.0603 | -0.10 | |
| 0.0015 | 0.00 | |
| 0.3412 | 0.46 | |
| -0.5789 | -1.27 | |
| 0.1831 | 0.51 | |
| 0.6923 | 1.49 | |
| -1.4359 | -2.16 | |
| 1.3605 | 2.40 |
Estimation Period:
Aug 4, 2014 to Feb 6, 2026
Aug 4, 2014 to Feb 6, 2026
News Impact Curve
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