Valuecommerce Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.42% (-4.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9422 | 4.84 | |
| 0.1273 | 5.31 | |
| 0.6610 | 10.73 | |
| 0.2339 | 1.84 | |
| -0.5233 | -2.68 | |
| 0.7993 | 3.70 | |
| -1.0541 | -3.54 | |
| 0.8915 | 3.16 | |
| -0.2882 | -1.42 | |
| -0.3805 | -2.24 | |
| 0.5814 | 2.76 | |
| -0.3744 | -1.27 | |
| 0.1536 | 0.57 |
Estimation Period:
Aug 4, 2006 to Feb 10, 2026
Aug 4, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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