Studio Alice Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:7.03% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2823 | 6.12 | |
| 0.1418 | 7.54 | |
| 0.7774 | 28.93 | |
| 0.1833 | 2.55 | |
| -0.2447 | -2.03 | |
| 0.0537 | 0.61 | |
| 0.0567 | 0.73 | |
| -0.0856 | -0.91 | |
| 0.1107 | 1.21 | |
| -0.2554 | -2.89 | |
| 0.3297 | 2.80 |
Estimation Period:
Jun 20, 2002 to Feb 13, 2026
Jun 20, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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