Carry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.27% (+11.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4642 | 3.51 | |
| 0.1607 | 4.12 | |
| 0.6634 | 8.45 | |
| 7.8258 | 3.65 | |
| -13.8628 | -4.15 | |
| 12.4541 | 5.74 | |
| -11.0911 | -5.51 | |
| 6.0832 | 2.48 | |
| 0.6168 | 0.26 | |
| -4.5583 | -2.06 | |
| 3.7974 | 1.52 | |
| -2.5718 | -0.96 | |
| 1.9661 | 0.96 |
Estimation Period:
Jul 25, 2019 to Feb 6, 2026
Jul 25, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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