Sec Carbon Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.21% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6254 | 4.85 | |
| 0.1048 | 6.58 | |
| 0.8354 | 36.57 | |
| 0.0558 | 0.70 | |
| -0.0118 | -0.10 | |
| -0.1220 | -1.47 | |
| 0.0577 | 0.80 | |
| 0.1924 | 2.78 | |
| -0.3469 | -4.40 | |
| 0.2375 | 3.09 | |
| -0.0613 | -1.15 |
Estimation Period:
Jan 22, 1999 to Feb 10, 2026
Jan 22, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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