G-Factory Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.16% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7978 | 4.78 | |
| 0.3197 | 3.23 | |
| 0.3301 | 2.44 | |
| 2.0297 | 1.66 | |
| -2.7870 | -1.23 | |
| 0.8403 | 0.42 | |
| 0.5615 | 0.38 | |
| -2.3509 | -1.99 | |
| 3.3329 | 2.89 | |
| -2.1893 | -1.93 | |
| 1.1675 | 0.97 | |
| -3.1916 | -1.99 | |
| 8.1637 | 2.86 |
Estimation Period:
Sep 30, 2016 to Feb 10, 2026
Sep 30, 2016 to Feb 10, 2026
News Impact Curve
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