Alpha Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.87% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9357 | 2.86 | |
| 0.2208 | 5.18 | |
| 0.6009 | 10.19 | |
| -0.1519 | -0.59 | |
| 0.3848 | 1.07 | |
| -0.4982 | -2.90 | |
| 0.4322 | 3.28 | |
| -0.2807 | -1.76 | |
| 0.1957 | 0.78 | |
| -0.1033 | -0.32 | |
| 0.0105 | 0.04 | |
| 0.1807 | 0.82 | |
| -0.7660 | -2.74 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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