Alpen Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.51% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1667 | 6.47 | |
| 0.1209 | 4.95 | |
| 0.7108 | 12.21 | |
| -0.4346 | -2.99 | |
| 0.5041 | 2.27 | |
| 0.0795 | 0.39 | |
| -0.2856 | -1.38 | |
| 0.3077 | 1.78 | |
| -0.3852 | -1.96 | |
| 0.6167 | 2.64 | |
| -1.0213 | -4.42 | |
| 1.0028 | 5.00 | |
| -0.4347 | -3.41 |
Estimation Period:
Mar 28, 2006 to Feb 10, 2026
Mar 28, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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