HLB Pep Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.54% (-4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0042 | 2.47 | |
| 0.2123 | 4.07 | |
| 0.6904 | 13.41 | |
| -0.2002 | -0.63 | |
| 0.4252 | 0.93 | |
| -0.6175 | -2.02 | |
| 1.0307 | 2.84 | |
| -1.7521 | -2.72 |
Estimation Period:
Dec 7, 2016 to Feb 6, 2026
Dec 7, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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