Cds Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:5.51% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2484 | 4.11 | |
| 0.1261 | 8.42 | |
| 0.8370 | 41.28 | |
| -0.1173 | -2.79 | |
| 0.2045 | 3.35 | |
| -0.1473 | -3.31 | |
| 0.0316 | 0.56 |
Estimation Period:
Dec 20, 2007 to Feb 13, 2026
Dec 20, 2007 to Feb 13, 2026
News Impact Curve
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