Fountain SET Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.84% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1254 | 3.73 | |
| 0.1341 | 7.30 | |
| 0.7722 | 25.65 | |
| -0.1837 | -1.56 | |
| 0.2122 | 1.21 | |
| -0.0125 | -0.12 | |
| -0.0268 | -0.35 | |
| 0.1071 | 1.25 | |
| -0.2379 | -1.57 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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