Saibo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.09% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2362 | 4.61 | |
| 0.1146 | 6.02 | |
| 0.8458 | 37.94 | |
| 0.2514 | 1.08 | |
| -0.4471 | -1.14 | |
| 0.3793 | 1.44 | |
| -0.3310 | -1.87 | |
| 0.2025 | 1.36 | |
| -0.1344 | -0.97 | |
| 0.2590 | 2.19 | |
| -0.3158 | -2.86 | |
| 0.1814 | 1.36 | |
| 0.1979 | 0.79 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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