Gfc Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.58% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6435 | 5.11 | |
| 0.1468 | 7.23 | |
| 0.7913 | 35.94 | |
| 0.0937 | 1.96 | |
| -0.1739 | -2.40 | |
| 0.1671 | 2.69 | |
| -0.2217 | -3.08 | |
| 0.2740 | 4.30 | |
| -0.1858 | -4.82 |
Estimation Period:
Sep 2, 2003 to Feb 11, 2026
Sep 2, 2003 to Feb 11, 2026
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