Gfc Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.74% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6535 | 5.14 | |
| 0.1466 | 7.15 | |
| 0.7916 | 35.72 | |
| 0.0952 | 1.99 | |
| -0.1753 | -2.41 | |
| 0.1648 | 2.65 | |
| -0.2130 | -2.92 | |
| 0.2500 | 3.76 | |
| -0.1174 | -1.78 |
Estimation Period:
Sep 2, 2003 to Feb 11, 2026
Sep 2, 2003 to Feb 11, 2026
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