Falco Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.34% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1467 | 4.48 | |
| 0.1309 | 7.90 | |
| 0.7962 | 35.88 | |
| -0.1862 | -2.78 | |
| 0.1954 | 1.98 | |
| 0.0825 | 1.40 | |
| -0.1520 | -2.61 | |
| 0.0416 | 0.58 | |
| 0.1178 | 1.89 | |
| -0.2040 | -4.65 | |
| 0.1483 | 4.40 |
Estimation Period:
Apr 21, 1997 to Feb 13, 2026
Apr 21, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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