Carry Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:83.52% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5075 | 3.61 | |
| 0.1589 | 4.09 | |
| 0.6653 | 8.20 | |
| 8.2201 | 3.86 | |
| -14.4981 | -4.36 | |
| 12.8913 | 5.95 | |
| -11.4348 | -5.69 | |
| 6.3170 | 2.58 | |
| 0.4971 | 0.21 | |
| -4.5254 | -2.02 | |
| 3.8200 | 1.43 | |
| -2.6573 | -0.75 | |
| 2.3718 | 0.41 |
Estimation Period:
Jul 25, 2019 to Jan 30, 2026
Jul 25, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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