Icp Das Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.94% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7636 | 4.73 | |
| 0.1420 | 6.91 | |
| 0.7221 | 16.64 | |
| 0.0245 | 0.13 | |
| -0.1292 | -0.46 | |
| 0.3971 | 1.81 | |
| -0.5952 | -2.36 | |
| 0.4311 | 1.43 | |
| -0.1836 | -0.61 | |
| 0.4317 | 1.47 | |
| -0.8412 | -2.78 | |
| 0.8491 | 2.97 | |
| -0.7777 | -1.94 |
Estimation Period:
Nov 30, 2007 to Feb 6, 2026
Nov 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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