CP System Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:109.06% (-4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8920 | 1.74 | |
| 0.5858 | 24.73 | |
| 0.4074 | 18.06 | |
| 42.3878 | 2.90 | |
| -78.3967 | -2.69 | |
| -3.8966 | -0.10 | |
| 198.6627 | 3.70 | |
| -265.8277 | -4.54 | |
| 117.5061 | 2.81 | |
| -12.0280 | -0.57 | |
| 9.5829 | 0.89 | |
| -14.2807 | -2.77 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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