Blue River Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:88.37% (-4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4063 | 3.14 | |
| 0.1274 | 5.05 | |
| 0.7816 | 18.62 | |
| -0.5039 | -1.83 | |
| 0.4814 | 1.32 | |
| -0.1166 | -0.57 | |
| 0.7318 | 4.15 | |
| -1.2752 | -2.91 | |
| 1.1554 | 1.74 | |
| -0.5366 | -0.94 | |
| -0.0313 | -0.08 | |
| 0.0772 | 0.29 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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