Plus Alpha Consulting Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.97% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7347 | 5.47 | |
| 0.1283 | 2.92 | |
| 0.2076 | 0.76 | |
| -3.2988 | -3.16 | |
| 4.0239 | 2.59 | |
| -0.7461 | -0.76 | |
| 1.2308 | 1.23 | |
| -3.7756 | -2.45 | |
| 5.0486 | 1.54 |
Estimation Period:
Jun 30, 2021 to Feb 13, 2026
Jun 30, 2021 to Feb 13, 2026
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