G-Factory Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.95% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5365 | 5.01 | |
| 0.2765 | 2.88 | |
| 0.3237 | 1.96 | |
| 1.0670 | 2.21 | |
| -1.6798 | -2.28 | |
| 1.2408 | 1.61 | |
| -1.6559 | -1.94 | |
| 1.8809 | 2.41 | |
| -0.7938 | -0.99 | |
| -0.9277 | -0.88 | |
| 1.4649 | 1.60 |
Estimation Period:
Sep 30, 2016 to Feb 10, 2026
Sep 30, 2016 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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