Falco Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.30% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1501 | 4.50 | |
| 0.1318 | 7.99 | |
| 0.7952 | 35.57 | |
| -0.1865 | -2.79 | |
| 0.1949 | 1.98 | |
| 0.0861 | 1.47 | |
| -0.1591 | -2.73 | |
| 0.0543 | 0.75 | |
| 0.0903 | 1.38 | |
| -0.1413 | -2.10 | |
| -0.0061 | -0.05 |
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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